A large deviations upper bound for the kernel mode estimator

被引：4

作者：

Mokkadem, A ^{[1
]}

Pelletier, M ^{[1
]}

Worms, J ^{[1
]}

机构：

[1] Univ Versailles St Quentin, Dept Math, F-78035 Versailles, France

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2006年 / 50卷 / 01期

关键词：

density; mode; Kernel estimator; large deviations principle;

D O I：

10.1137/S0040585X97981573

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove a large deviations tipper bound for the kernel estimator of the mode when this one corresponds to a strict maximum of a probability density function. Surprisingly, the convergence rate we obtain is faster than one could expect in view of the weak convergence rate of the studied estimator.

引用

页码：153 / 165

页数：13

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