Background: Kernel Density Estimators (KDE), given $n$ i.i.d. samples of a random variable $X$, and when chosen with the appropriate window size $h^*$, have an asymptotic mean square integrated error (AMISE) of between $n^{-1}$ to $n^{-4/5}$, depending on the smoothness properties of the PDF of $X$, denoted by $p$.
My question: Is there an equivalent result in the $L^1$ norm/ total variation. In other words, what can be said on $E_{X_1, \ldots ,X_n} \left[\|\hat{p}_{\rm kde} - p\|_1 \right] $? What is the asymptotic optimal rate of its convergence?
Total variation and $L^1$ : Although this is not the standard definition of TV, it is well known that for two densities $p$ and $q$, $\frac{1}{2}\|p-q \|_{\rm TV} = \|p-q\|_1 :\,= \int\limits_{\mathbb{R}} |p(y)-q(y)| \, dy $. See e.g, here
Motivation: In simulations, I observe that the asymptotic $L^1$ distance is $\approx n^{-0.3}$, but I'm not sure whether that an implementation problem or the actual result.