Work

Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

Year: 2006

Type: article

Abstract: In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives.Unlike the density estimator, the derivatives estimators exhibit a quadratic behaviour not only for the moderate deviations scale but also for the large deviations one.We provide results both for the pointwise and the uniform deviations.

Source: Bulgarian Digital Mathematics Library (BulDML) at IMI-BAS (Institute of Mathematics and Informatics)

Authors: Abdelkader Mokkadem, Pelletier Mariane, Thiam Baba

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2963330833

FWCI: 0.305

Cites: 16

Cited by: 7

Related to: 20