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Title: Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives
Authors: Mokkadem, Abdelkader
Mariane, Pelletier
Baba, Thiam
Keywords: Kernel Estimation
Deviations 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.
ISSN: 1310-6600
Appears in Collections:Volume 32, Number 4

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