Pointwise Sharp Moderate Deviations for a Kernel Density Estimator

被引：0

作者：

Liu, Siyu ^{[1
]}

Fan, Xiequan ^{[1
]}

Hu, Haijuan ^{[1
]}

Doukhan, Paul ^{[2
]}

机构：

[1] Northeastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao 066004, Peoples R China

[2] CY Univ, AGM UMR 8088, F-95000 St Martin Dheres, Cergy Pontoise, France

来源：

MATHEMATICS | 2024年 / 12卷 / 20期

关键词：

Cram & eacute; r moderate deviations; kernel density estimator; kernel function;

D O I：

10.3390/math12203161

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页数：9

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