Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/2539

 Title: Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives Authors: Mokkadem, AbdelkaderMariane, PelletierBaba, Thiam Keywords: Kernel EstimationDerivativesDeviations Principles Issue Date: 2006 Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences Citation: Serdica Mathematical Journal, Vol. 32, No 4, (2006), 323p-354p 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. Description: 2000 Mathematics Subject Classification: 62G07, 60F10. URI: http://hdl.handle.net/10525/2539 ISSN: 1310-6600 Appears in Collections: Volume 32, Number 4

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