Sancetta, Alessio - In: Journal of Multivariate Analysis 115 (2013) C, pp. 285-300
Nonparametric density estimators on RK may fail to be consistent when the sample size n does not grow fast enough relative to reduction in smoothing. For example a Gaussian kernel estimator with bandwidths proportional to some sequence hn is not consistent if nhnK fails to diverge to infinity....