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| HAL : hal-00017207, version 1 |
| arXiv : math.ST/0601429 |
| Fiche détaillée |  Récupérer au format |
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| Large and moderate deviations principles for recursive kernel estimators of a multivariate density and its partial derivatives. |
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| Abdelkader Mokkadem 1Mariane Pelletier 1 |
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| (17/01/2006) |
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| 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 behavior 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. |
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| 1 : | Département de Mathématiques |
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Université de Versailles Saint-Quentin-en-Yvelines |
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| Probabilité et Statistique |
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| Domaine | : | Mathématiques/Statistiques |
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| Multivariate recursive kernel estimation of a density and its derivatives – Large and moderate deviations principles |
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| hal-00017207, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00017207 | |
| oai:hal.archives-ouvertes.fr:hal-00017207 | |
| Contributeur : Baba Thiam | |
| Soumis le : Mardi 17 Janvier 2006, 16:38:02 | |
| Dernière modification le : Mercredi 18 Janvier 2006, 09:26:08 | |
