Representations for Integral Functionals of Kernel Density Estimators
DOI:
https://doi.org/10.17713/ajs.v32i1&2.453Abstract
We establish a representation as a sum of independent random variables, plus a remainder term, for estimators of integral functionals of the density function, which have a certain simple structure. From this representation we derive a central limit theorem, a law of large numbers and a law of the iterated logarithm.
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