The law of the iterated logarithm for the multivariate kernel mode estimator
نویسندگان
چکیده
منابع مشابه
The Law of the Iterated Logarithm for the Integrated Squared Deviation of a Kernel Density Estimator
Let f n,K denote a kernel estimator of a density f in R such that R f p (x)dx<∞ for some p>2. It is shown, under quite general conditions on the kernel K and on the window sizes, that the centered integrated squared deviation of f n,K from its mean, f n,K −Ef n,K 2 2 −Ef n,K −Ef n,K 2 2 satisfies a law of the iterated logarithm. This is then used to obtain an LIL for the deviation from the true...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2003
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2003004