Moderate deviations and law of the iterated logarithm in for kernel density estimators

Fuqing Gao

Stochastic Processes and their Applications, 2008, vol. 118, issue 3, 452-473

Abstract: Let fn(x) be the non-parametric kernel density estimator of a density function f(x) based on a kernel function K. In this paper, we first prove two moderate deviation theorems in for {fn(x),n>=1}. Then, as an application of the moderate deviations, we obtain a law of the iterated logarithm for {||fn-Efn||1,n>=1}.

Keywords: Kernel; density; estimator; Moderate; deviations; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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