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• W2010798467 abstract "In this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for the semi-recursive kernel estimator of the regression in the multidimensional case. Under suitable conditions, we show that the rate function is a good rate function. We thus generalize the results already obtained in the one-dimensional case for the Nadaraya-Watson estimator. Moreover, we give a moderate deviations principle for these two estimators. It turns out that the rate function obtained in the moderate deviations principle for the semi-recursive estimator is larger than the one obtained for the Nadaraya-Watson estimator." @default.
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• W2010798467 date "2008-06-01" @default.
• W2010798467 modified "2023-10-15" @default.
• W2010798467 title "Large and moderate deviations principles for kernel estimators of the multivariate regression" @default.
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• W2010798467 doi "https://doi.org/10.3103/s1066530708020051" @default.
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