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Large deviations for the L1-distance in kernel density estimation
Authors:Djamal Louani  
Institution:

L.S.T.A., University of Paris VI, 4, Place Jussieu, 75252 Paris cedex 05, France

Abstract:We establish a large deviation limit theorem of Chernoff type for the L1-distance between the nonparametric kernel density estimator and the underlying density. The estimation is based on a sequence of independent and identically distributed random variables. The rate function is well identified, distribution-free and independent of the choice of the kernel.
Keywords:Bahadur exact slope  Inaccuracy rate  Relative efficiency
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