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arxiv: math/0601429 · v1 · submitted 2006-01-18 · 🧮 math.ST · stat.TH

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

classification 🧮 math.ST stat.TH
keywords deviationsdensityderivativeslargemoderateestimatorestimatorskernel
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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.

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