Acta mathematica scientia,Series B ›› 1992, Vol. 12 ›› Issue (4): 472-478.

• Articles • Previous Articles    

A LAW OF THE ITERATED LOGARITHM FOR NEAREST NEIGHBOR ESTIMATION OF MULTIVARIATE DENSITY FUNCTION

Hong Shenyan1, Chen Guijing1, Kong Fanchao1, Gao Jiti2   

  1. 1. Dept. of Math., Anhui Univ, Hefei 230039, China;
    2. Dept. of Math., Univ. of Sci. & Tech., Hefei 230026, China
  • Received:1990-11-18 Online:1992-12-25 Published:1992-12-25
  • Supported by:
    Research supported by National Natural Science Foundation of China.

Abstract: Let X be a d-dimensional random vector with unknown density function f(z)=f(z1,…, zd), and let fn be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we established the law of the iterated logarithm of fn for general case of d ≥ 1, which gives the exact pointwise strong convergence rate of fn.

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