Moderate deviations and law of the iterated logarithm in for kernel density estimators

Let fn(x) be the non-parametric kernel density estimator of a density function f(x) based on a kernel function K. In this paper, we first prove two moderate deviation theorems in for {fn(x),n>=1}. Then, as an application of the moderate deviations, we obtain a law of the iterated logarithm for {||fn-Efn||1,n>=1}.

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Year of publication:	2008
Authors:	Gao, Fuqing
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 3, p. 452-473
Publisher:	Elsevier
Keywords:	Kernel density estimator Moderate deviations Law of the iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875378