A Law of the Logarithm for Kernel Quantile Density Estimators

Received February 1992; revised February 1993. 1This manuscript was prepared using computer facilities supported in part by NSF Grants DMS 89-05292, DMS 87-03942, DMS 86-01732 and DMS-84-04941 and by the University of Chicago Block Fund. AMS 1991 subject classifications. Primary 60F15; secondary 62G05, 62G30.