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Dans ce papier, nous avons aborde le probleme de la non conservation de masse des estimateurs a noyaux gamma (gamma et gamma modie) pour des echantillons nis. Pour cela, deux approches (Macro-normalisation et Micro-normalisation) ont ete proposees pour remedier a ce probleme. An d'illustrer la necessite de ces approches, une etude de comparaison par simulation a ete realisee. Par consequent, les resultats obtenus montrent qu'il est preferable d'utiliser les estimateurs a noyaux gamma normalises. English Abstract In this paper, we study the nonunit mass of the gamma (gamma and the modied gamma) kernels estimator for the nite samples. For this, we propose to use the normalization approach (Macro-normalization and the Micro-Normalization) to correct the problem of the nonunit mass. In the aim to illustrate the necessity of the normalization approach a detailed simulation study investigates the local and global performances of the considered estimators. The obtained results show the good performances of the normalized gamma kernels estimators. Keywords: Propriete d'unite de masse; Approches de normalisation; Simulation

Quelques propriétés des estimateurs à noyaux gamma pour des échantillons de petites tailles