Let {X k , k 1} be a sequence of independent identically distributed random variables with common probability density function f , and letfn denote a Wegman-Davies recursive density estimator fn(x) = 1 nh 1/2 n n j=1 1 h 1/2 j K x − X j h j where K is a kernel function and hn is a band sequence. In the present paper, the moderate deviation principle and the large deviation principle for the estimatorfn are established.
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