Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes

zbMath1098.62039MaRDI QIDQ850729

Liang Zhen Lei

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1141136649

zbMATH Keywords

kernel density estimatorlarge deviationsBahadur efficiencyreversible Markov processesuniformly integrable operators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Related Items

Large deviations in total variation of occupation measures of one-dimensional diffusions ⋮ Transport-information inequalities for Markov chains ⋮ Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes ⋮ On kernel estimators of density for reversible Markov chains

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