3 papers
math.ST2008
The stochastic approximation method for the estimation of a multivariate probability density
Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui
We apply the stochastic approximation method to construct a large class of recursive kernel estimators of a probability density, including the one introduced by Hall and Patil (199…
math.ST2008
Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function
Abdelkader Mokkadem, Mariane Pelletier, Baba Thiam
Let and denote the location and the size of the mode of a probability density. We study the joint convergence rates of semirecursive kernel estimators of and . We sh…
math.ST2007
Large and moderate deviations principles for kernel estimators of the multivariate regression
Abdelkader Mokkadem, Mariane Pelletier, Baba Thiam
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. Und…