Strong laws for density estimators of Bernstein type (Q788424): Difference between revisions

Starting from the classical theorem of Weierstraß (and its modifications) on approximation of continuous functions by means of Bernstein polynomials a smoothed histogram type estimator is developed for estimating probability densities and its derivatives. Consistency results are obtained in form of various strong laws. In particular one gets estimates for the rates of pointwise and uniform strong convergence of estimators for the derivatives. Moreover, for approximating the density itself the exact order of consistency is established. This is done by a law of iterated logarithm for pointwise approximation and by a law of logarithm in case of uniform approximation.