• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Some Functional Large Deviations Principles in Nonparametric Function Estimation

Louani, Djamal; Ould Maouloud, Sidi Mohamed (2012), Some Functional Large Deviations Principles in Nonparametric Function Estimation, Journal of Theoretical Probability, 25, 1, p. 280-309. http://dx.doi.org/10.1007/s10959-011-0342-y

Type
Article accepté pour publication ou publié
Date
2012
Journal name
Journal of Theoretical Probability
Volume
25
Number
1
Publisher
Springer
Pages
280-309
Publication identifier
http://dx.doi.org/10.1007/s10959-011-0342-y
Metadata
Show full item record
Author(s)
Louani, Djamal
Ould Maouloud, Sidi Mohamed
Abstract (EN)
In this paper, we investigate functional large deviation behaviors of some nonparametric function estimates. As a first step, we define a a vector process W n and study its large deviation behavior in the space L 1×L 1×L 1 with respect to the weak convergence topology. As by-products, we derive large deviation principles in the L 1-space equipped with the weak convergence topology simultaneously for several density and regression estimators built up using the delta-sequence estimation method.
Subjects / Keywords
Weak topology; Delta-sequence; Density; Estimation; Large deviation; Regression

Related items

Showing items related by title and author.

  • Thumbnail
    Large deviation principle in nonparametric estimation of marked point processes 
    Pham, Huyen; Florens, Danielle (1999) Article accepté pour publication ou publié
  • Thumbnail
    Adaptive nonparametric estimation in the functional linear model with functional output 
    Chagny, Gaëlle; Meynaoui, Anouar; Roche, Angelina (2022) Document de travail / Working paper
  • Thumbnail
    Large deviation probabilities in estimation of Poisson random measures 
    Florens, Danielle; Pham, Huyen (1998) Article accepté pour publication ou publié
  • Thumbnail
    Large deviations in estimation of an Ornstein-Uhlenbeck model 
    Pham, Huyen; Florens, Danielle (1999) Article accepté pour publication ou publié
  • Thumbnail
    Large Deviations Principles for Perturbed Conservation Laws 
    Mariani, Mauro (2007) Communication / Conférence
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo