Abstract:
Let
X1,…,
Xn be i.i.d,samples drawn from an one-dimenslonal,population with density
f.Define f_n(x)=\left(n a_n(x)\right)^-1 \sum_i=1^n K\left(\fracX-X_ia_n(x)\right). We study the strong convergence rate of
fn(
x) to
f(
x)at a predetermined point
x0. Under some properly chosen conditions,for
f(
x0) and
gn(
x0)proposed in 3,we have pointwiseby \beginaligned & \limsup _n \rightarrow \infty\left(\fracn\log n\right)^\fracr2 r+1 C_n^-1\left|f_n\left(x_0\right)-f\left(x_0\right)\right| \rightarrow 0 \quad \text a.s. \\ & \limsup _n \rightarrow \infty\left(\fracn\log n\right)^\fracr2 r+1 O_n^-1\left|f_n\left(x_0\right)-g_n\left(x_0\right)\right| \rightarrow 0 \quad \text a.s. \endaligned where
Cn is any sequence tending to ∞,and
n approaches ∞.If
f(
x)is only assumed to be continuous at
x0.Then
fn(
x0)may converges to
f(
x0)arbitrarily slowly.