Try it. Really, go on and try it with Kaspersky antivirus. Nothing will happen - you won't be able to kill antivirus' process. It's protected on the kernel mode level.
It also sets a lot of hooks and tries to monitor self-integrity, so even if you try to kill it by patching kernel process table or in any other obvious way - you'll simply trigger these hooks and either initiate a self-healing attempt or create a BSOD. It's possible to work around them, of course, but decidedly non-trivial. Even Flame malware doesn't try to do it - it simply stays under the radar.