Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
作者:
Djamal Louani,
期刊:
Statistics
(Taylor Available online 1999)
卷期:
Volume 33,
issue 2
页码: 171-196
ISSN:0233-1888
年代: 1999
DOI:10.1080/02331889908802690
出版商: Gordon & Breach Science Publishers
关键词: Large deviations;nonparametric estimation;conditional empirical process;regression function;Bahadur exact slope;inaccuracy rate
数据来源: Taylor
摘要:
We establish pointwise and uniform large deviations limit theorems of Chernoff-type for the conditional empirical process. On the other hand, we state the pointwise large deviations theorem for the Nadaraya-Watson estimator of the regression function. The estimations are based on sequences of independent and identically distributed random vectors. We derive then some implications of our results in the study of asymptotic efficiency of goodness-of-fit test based on uniform deviation of the conditional empirical distribution function with respect to its theoretical distribution. Moreover, we deduce the inaccuracy rate in conditional distribution functions estimation.
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