Open Access
April, 1991 On Iterated Logarithm Laws for Linear Arrays and Nonparametric Regression Estimators
Peter Hall
Ann. Probab. 19(2): 740-757 (April, 1991). DOI: 10.1214/aop/1176990449
Abstract

Laws of the iterated logarithm are derived for row sums of triangular arrays of independent random variables, in the context of nonparametric regression estimators. These laws provide exact strong convergence rates for kernel type nonparametric regression estimators. They apply to the important case where design points are conditioned upon, and permit the design to be multivariate. We impose minimal conditions on the error distribution; in fact, only finite variance is needed.

Hall: On Iterated Logarithm Laws for Linear Arrays and Nonparametric Regression Estimators
Copyright © 1991 Institute of Mathematical Statistics
Peter Hall "On Iterated Logarithm Laws for Linear Arrays and Nonparametric Regression Estimators," The Annals of Probability 19(2), 740-757, (April, 1991). https://doi.org/10.1214/aop/1176990449
Published: April, 1991
Vol.19 • No. 2 • April, 1991
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