The Law of the Iterated Logarithm for L p -Norms of Kernel Estimators of Cumulative Distribution Functions.

In this paper, we consider the strong convergence of L p -norms ( p ≥ 1 ) of a kernel estimator of a cumulative distribution function (CDF). Under some mild conditions, the law of the iterated logarithm (LIL) for the L p -norms of empirical processes is extended to the kernel estimator of the CDF. [ABSTRACT FROM AUTHOR]