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LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES

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DOI10.1111/j.1467-842X.2005.00411.xzbMath1134.62326OpenAlexW2071056421MaRDI QIDQ5438585

Abdelkader Mokkadem, Julien Worms, Mariane Pelletier

Publication date: 24 January 2008

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2005.00411.x



Mathematics Subject Classification ID

Density estimation (62G07) Point estimation (62F10)


Related Items (6)

Optimal bandwidth selection for recursive Gumbel kernel density estimators ⋮ Some uniform large deviation results in nonparametric function estimation ⋮ Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains ⋮ Moderate deviation and large deviation for Wegman-Davies recursive density estimator ⋮ Large and moderate deviations principles for kernel estimators of the multivariate regression ⋮ Moderate deviations for the kernel mode estimator and some applications




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