ON THE LAW OF THE LOGARITHM FOR DENSITY ESTIMATORS

被引：5

作者：

HALL, P

机构：

[1] Statistics Research Section, Australian National University, Canberra

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 03期

关键词：

Density estimation; law of the logarithm; rate of convergence; uniform metric;

D O I：

10.1016/0167-7152(90)90062-C

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It has been conjectured that the form of the so-called 'law of the logarithm' for kernel density estimators depends on tail properties of the kernel. We show that this is not the case, and extend work of other authors to uniform convergence when the supremum is taken over an unbounded interval and when the kernel has unbounded support. © 1990.

引用

页码：237 / 240

页数：4