Large deviation results for the nonparametric regression function estimator on functional data

被引:1
|
作者
Louani D. [1 ]
Ould Maouloud S.M. [2 ]
机构
[1] Univ. de Reims and L.S.T.A., Univ. de Paris 6, Paris
[2] École des Mines de Mauritanie, Mauritanie
关键词
entropy; functional data; kernel estimator; large deviation; regression function; VC-classes;
D O I
10.3103/S1066530712040035
中图分类号
学科分类号
摘要
This paper is devoted to the study of large deviation behavior in the setting of the estimation of the regression function on functional data. A large deviation principle is stated for a process Zn, defined below, allowing to derive a pointwise large deviation principle for the Nadaraya- Watson-type l-indexed regression function estimator as a by-product. Moreover, a uniform over VC-classes Chernoff type large deviation result is stated for the deviation of the l-indexed regression estimator. © 2012 Allerton Press, Inc.
引用
收藏
页码:298 / 313
页数:15
相关论文
共 50 条