Large Deviations Limit Theorems for the Kernel Density Estimator
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DOI: 10.1111/1467-9469.00101
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Cited by:
- Djamal Louani, 2005. "UniformL 1 -distance large deviations in nonparametric density estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 75-98, June.
- Fuqing Gao, 2003. "Moderate Deviations and Large Deviations for Kernel Density Estimators," Journal of Theoretical Probability, Springer, vol. 16(2), pages 401-418, April.
- Diallo, Amadou Oury Korbe & Louani, Djamal, 2013. "Moderate and large deviation principles for the hazard rate function kernel estimator under censoring," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 735-743.
- Korostelev Alexander, 2003. "The Bahadur risk in probability density estimation," Statistics & Risk Modeling, De Gruyter, vol. 21(2), pages 139-148, February.
- Djamal Louani & Sidi Mohamed Ould Maouloud, 2012. "Some Functional Large Deviations Principles in Nonparametric Function Estimation," Journal of Theoretical Probability, Springer, vol. 25(1), pages 280-309, March.
- Osmoukhina, Anna V., 2001. "Large deviations probabilities for a test of symmetry based on kernel density estimator," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 363-371, October.
- Kakizawa, Yoshihide, 2007. "Moderate deviations for quadratic forms in Gaussian stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 992-1017, May.
- Bitseki Penda, S. Valère & Olivier, Adélaïde, 2018. "Moderate deviation principle in nonlinear bifurcating autoregressive models," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 20-26.
- Cyrille Joutard, 2013. "Strong large deviations for arbitrary sequences of random variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 49-67, February.
- Song, Weixing, 2010. "Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 169-176, February.
- Gao, Fuqing, 2008. "Moderate deviations and law of the iterated logarithm in for kernel density estimators," Stochastic Processes and their Applications, Elsevier, vol. 118(3), pages 452-473, March.
- Pablo Martínez-Camblor & Jacobo Uña-Álvarez, 2013. "Studying the bandwidth in $$k$$ -sample smooth tests," Computational Statistics, Springer, vol. 28(2), pages 875-892, April.
- Cyrille Joutard, 2002. "Sharp Large Deviations in Nonparametric Estimation," Working Papers 2002-43, Center for Research in Economics and Statistics.
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