Geodesic
A large deviations upper bound for the kernel mode estimator
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 1, pp. 189-200

Voir la notice de l'article provenant de la source Math-Net.Ru

We prove a large deviations upper bound for the kernel estimator of the mode when this one corresponds to a strict maximum of a probability density function. Surprisingly, the convergence rate we obtain is faster than one could expect in view of the weak convergence rate of the studied estimator.
Keywords: density, Kernel estimator, large deviations principle.
Mots-clés : mode 
@article{TVP_2005_50_1_a13,
     author = {A. Mokkadem and M. Pelletier and J. Worms},
     title = {A large deviations upper bound for the kernel mode estimator},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {189--200},
     publisher = {mathdoc},
     volume = {50},
     number = {1},
     year = {2005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a13/}
}
TY  - JOUR
AU  - A. Mokkadem
AU  - M. Pelletier
AU  - J. Worms
TI  - A large deviations upper bound for the kernel mode estimator
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2005
SP  - 189
EP  - 200
VL  - 50
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a13/
LA  - en
ID  - TVP_2005_50_1_a13
ER  - 
%0 Journal Article
%A A. Mokkadem
%A M. Pelletier
%A J. Worms
%T A large deviations upper bound for the kernel mode estimator
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2005
%P 189-200
%V 50
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a13/
%G en
%F TVP_2005_50_1_a13
A. Mokkadem; M. Pelletier; J. Worms. A large deviations upper bound for the kernel mode estimator. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 1, pp. 189-200. http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a13/