Laws of the iterated logarithm for nonparametric sequential density estimators
Tóm tắt
In this note, we establish a law of iterated logarithm for a triangular array of a random number of independent random variables and apply it to obtain laws of iterated logarithm for the sequential nonparametric density estimators. We consider the case of Rosenblatt-Parzen kernel estimators and orthogonal polynomial estimators. We point out that we obtain in the present paper sharp pointwise rates of the consistency.
Tài liệu tham khảo
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