Abstract
In this article we derive a law of the logarithm for the maximal deviation between two kernel-type quantile density estimators and the true underlying quantile density function in the randomly right-censored case. Extensions to higher derivatives are included. The results are applied to get optimal bandwidths with respect to almost sure uniform convergence.
Citation
Xiaojing Xiang. "A Law of the Logarithm for Kernel Quantile Density Estimators." Ann. Probab. 22 (2) 1078 - 1091, April, 1994. https://doi.org/10.1214/aop/1176988741
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