HONG Shengyan. A LAW OF THE ITERATED LOGARITHM, A DENTRAL LIMIT THEOREM AND AN INVARIANCE PRINCIPLE FOR ESTIMATORS OF FUNCTIONALS OF DENSITYJ. Chinese Journal of Applied Probability and Statistics, 1989, 5(2): 138-149.
Citation: HONG Shengyan. A LAW OF THE ITERATED LOGARITHM, A DENTRAL LIMIT THEOREM AND AN INVARIANCE PRINCIPLE FOR ESTIMATORS OF FUNCTIONALS OF DENSITYJ. Chinese Journal of Applied Probability and Statistics, 1989, 5(2): 138-149.
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A LAW OF THE ITERATED LOGARITHM, A DENTRAL LIMIT THEOREM AND AN INVARIANCE PRINCIPLE FOR ESTIMATORS OF FUNCTIONALS OF DENSITY

    Abstract
  • In this pauer we study the asympotatic behavior of kernel type estimator of the unknown deosity evaluated at a random point and establish the LIL, CLT and IP for such estima tor under oertain oonditions.
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