A functional large deviation principle in nonparametric estimation.

被引：1
|
作者：
Louani, Djamal [1 ]
Maouloud, Sidi Mohamed Ould
机构：
[1] Univ Paris 06, LSTA, F-75252 Paris 05, France
[2] Univ Reims, F-51687 Reims, France
来源：
COMPTES RENDUS MATHEMATIQUE | 2007年 / 344卷 / 10期
关键词：
D O I：
10.1016/j.crma.2007.03.017
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A functional large deviation principle in nonparametric estimation. The subject of this Note is to establish a functional large deviations principle for the process U-n (f) indexed by a family of functions Gamma and to deduce large deviations results in an unified way for the density and regression functions in the nonparametric estimation problem. Our results are then applied to model selection. To cite this article: D. Louani, S.M. Ould Maouloud, C. R. Acad. Sci. Paris, Ser. 1344 (2007). (c) 2007 Academie des sciences. Publie par Elsevier Masson SAS. Tous droits reserves.
引用
收藏
页码：645 / 650
页数：6
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