Laws of the iterated logarithm for the local U-statistic process (Q2385605)
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English | Laws of the iterated logarithm for the local U-statistic process |
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Laws of the iterated logarithm for the local U-statistic process (English)
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12 October 2007
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This paper establishes laws of the iterated logarithm for the local U-statistic process. This entails the development of probability inequalities and moment bounds for U-processes that are of independent interest. The local U-statistic process is based upon an estimator of the density of a function of several independent and identically distributed random variables proposed by \textit{E. Frees} [J. Am. Stat. Assoc. 89, No. 426, 517--525 (1994; Zbl 0798.62051)]. As a consequence the results are directly applicable to the derivation of exact rates of uniform in bandwidth consistency in the sup and in the \(L_p\) norms for these estimators.
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U-statistics
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law of the iterated logarithm
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empirical processes
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kernel density estimation
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