Moderate deviations principle for the kernel estimator of nonrandom regression functions. (English. French summary) Zbl 1358.62042

Summary: The aim of this paper is to provide pointwise and uniform moderate deviations principles for the kernel estimator of a nonrandom regression function. Moreover, we give an application of these moderate deviations principles to the construction of confidence regions for the regression function.


62G08 Nonparametric regression and quantile regression
62G07 Density estimation
62G15 Nonparametric tolerance and confidence regions
62G20 Asymptotic properties of nonparametric inference
Full Text: Euclid