The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator

DOI10.3150/BJ/1093265638zbMath1067.62048OpenAlexW1999118923MaRDI QIDQ1763111

David M. Mason, Evarist Giné M.

Publication date: 21 February 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1093265638

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items (6)

The LIL for the Bickel-Rosenblatt test statistic ⋮ Laws of the iterated logarithm for the local U-statistic process ⋮ An updated review of goodness-of-fit tests for regression models ⋮ On the integrated squared error of the linear wavelet density estimator ⋮ On wavelet projection kernels and the integrated squared error in density estimation ⋮ Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators

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• Bounds on the tail probability of 𝑈-statistics and quadratic forms
• An Elementary Derivation of Khintchine's Estimate for Large Deviations
• Maximum penalized likelihood estimation. Vol. 1: Density estimation

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