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Let \\(p_{n1}(x)\\) be the estimator of the unknown density p(x) constructed in the following way  \\[  p_{n1}(x)=\\sum^{l_ n}_{i=0}(s_ n^{-1}\\cdot \\sum^{s_ n}_{j=1}\\psi_ i(X_ j))\\cdot \\psi_ i(x),\\quad if\\quad | x| \\leq K_ n,  \\]  and equals 0 otherwise, where \\(\\{s_ n\\}\\), \\(\\{l_ n\\}\\) and \\(\\{K_ n\\}\\) are sequences of positive constants. Let \\(p_{n2}(x)=p_{n1}(x)/\\int^{\\infty}_{-\\infty}p_{n1}(y)dy\\). Conditions are found under which  \\[  \\sup_{p\\in U}P_ p\\{\\int^{\\infty}_{-\\infty}| p_{nj}(x)-p(x)|^ idx>\\gamma_{nij}\\}=O(n^{-q}),\\quad n\\to \\infty,\\quad i=1,2,j=1,2,  \\]  for all \\(q>0\\), where U is a family of known densities and \\(\\gamma_{nij}\\) are constants. Using the same approach, the end of this paper is devoted to the construction of an estimator of the density p(x) of iid rv's \\(\\xi_ i\\) based on the observations \\(X=\\theta +\\xi_ i\\), where \\(\\theta\\) is an unknown parameter, p(x) belongs to a known family of densities, and to the derivation of its 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