Pointwise Sharp Moderate Deviations for a Kernel Density Estimator Article Swipe
Related Concepts
Pointwise
Estimator
Mathematics
Kernel density estimation
Kernel (algebra)
Statistics
Applied mathematics
Pure mathematics
Mathematical analysis
Siyu Liu
,
Xiequan Fan
,
Haijuan Hu
,
Paul Doukhan
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.3390/math12203161
· OA: W4403301485
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.3390/math12203161
· OA: W4403301485
Let fn be the non-parametric kernel density estimator based on a kernel function K and a sequence of independent and identically distributed random vectors taking values in Rd. With some mild conditions, we establish sharp moderate deviations for the kernel density estimator. This means that we provide an equivalent for the tail probabilities of this estimator.
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