论文信息 - A Law of the Logarithm for Kernel Density Estimators

A Law of the Logarithm for Kernel Density Estimators

In this paper we derive a law of the logarithm for the maximal deviation between a kernel density estimator and the true underlying density function. Extensions to higher derivatives are included. The results are applied to get optimal window-widths with respect to almost sure uniform convergence.

W. Stute

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