Moderate deviations and law of the iterated logarithm in for kernel density estimators
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}.
Year of publication: |
2008
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---|---|
Authors: | Gao, Fuqing |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 3, p. 452-473
|
Publisher: |
Elsevier |
Keywords: | Kernel density estimator Moderate deviations Law of the iterated logarithm |
Saved in:
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