Large and moderate deviations principles for recursive kernel estimators of a multivariate density and its partial derivatives

Mokkadem, Abdelkader; Pelletier, Mariane; Thiam, Baba

Large and moderate deviations principles for recursive kernel estimators of a multivariate density and its partial derivatives

Authors

Mokkadem, Abdelkader

Pelletier, Mariane

Thiam, Baba

Description

In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic behavior not only for the moderate deviations scale but also for the large deviations one. We provide results both for the pointwise and the uniform deviations.
26 pages