This article is cited in 6 papers

Short Communications

A large deviations upper bound for the kernel mode estimator

A. Mokkadem, M. Pelletier, J. Worms


Abstract: 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, mode, Kernel estimator, large deviations principle.

Received: 20.08.2002

Language: English

DOI: 10.4213/tvp168

 English version: Theory of Probability and its Applications, 2006, 50:1, 153–165

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