Moderate Deviation and Large Deviation for Wegman-Davies Recursive Density Estimators

• Autorzy: Miao Yu , Gao Qinghui , Mu Jianyong , Deng Conghui

Identyfikatory

DOI

10.37190/0208-4147.40.1.5

• Języki publikacji: EN

Abstrakty

EN

Let {X_k, k ≥ 1} be a sequence of independent identically distributed random variables with common probability density function f, and let f_n denote a Wegman-Davies recursive density estimator [formula] where K is a kernel function and h_n is a band sequence. In the prezent paper, the moderate deviation principle and the large deviation principle for the estimator f_n are established.

Słowa kluczowe

EN

moderate deviation principle; large deviation principle; recursive kernel estimator

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2020
• Tom: Vol. 40, Fasc. 1
• Strony: 83--95
• Opis fizyczny: Bibliogr. 19 poz.

Twórcy

autor

Miao Yu

• College of Mathematics and Information Science, Henan Normal University, Xinxiang, Henan Province, 453007, China

autor

Gao Qinghui

• College of Mathematics and Information Science, Henan Normal University, Xinxiang, Henan Province, 453007, China

autor

Mu Jianyong

• College of Mathematics and Information Science, Henan Normal University, Xinxiang, Henan Province, 453007, China

autor

Deng Conghui

• College of Mathematics and Information Science, Henan Normal University, Xinxiang, Henan Province, 453007, China

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).