A Law of the Logarithm for Kernel Density Estimators
A Law of the Logarithm for Kernel Density Estimators
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DOI：
10.1214/aop/1176993866
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发表时间：
1982-05
影响因子：
2.3
通讯作者：
W. Stute
中科院分区：
文献类型：
--
作者：
W. Stute
在本文中，我们推导出了核密度估计量与真实潜在密度函数之间最大偏差的对数律。还包括了对高阶导数的扩展。所得结果被应用于获得关于几乎必然一致收敛的最优窗宽。
In this paper we derive a law of the logarithm for the maximal deviation between a kernel density estimator and the true underlying density function. Extensions to higher derivatives are included. The results are applied to get optimal window-widths with respect to almost sure uniform convergence.