On the law of the logarithm for density estimators

Peter Hall

Statistics & Probability Letters, 1990, vol. 9, issue 3, 237-240

Abstract: It has been conjectured that the form of the so-called 'law of the logarithm' for kernel density estimators depends on tail properties of the kernel. We show that this is not the case, and extend work of other authors to uniform convergence when the supremum is taken over an unbounded interval and when the kernel has unbounded support.

Keywords: Density; estimation; law; of; the; logarithm; rate; of; convergence; uniform; metric (search for similar items in EconPapers)
Date: 1990
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