Principe de grandes déviations pour l'estimateur de la densité par la méthode des delta-suites

In this Note we obtain pointwise large deviations principle for the delta-sequence method density estimator. A general result is stated for any regular delta-sequence and corollaries with explicit rate functions are derived for delta-sequences, associated to usual estimation methods. The estimation is based upon sequences of independent and identically distributed random variables. To cite this article: N. Berrahou, C. R. Acad. Sci. Paris, Ser. I 337 (2003).