On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes

DOI10.1016/0167-7152(93)90071-PzbMath0766.62026OpenAlexW2089712151MaRDI QIDQ1210127

S. Singh

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90071-p

zbMATH Keywords

empirical distributionKolmogorov-Smirnov statisticstrong mixing processesstrictly stationary sequencemultidimensional empirical processasymptotically uncorrelated processesphi- mixing processestail probability inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items

On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes

Cites Work

• On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
• Nonparameteric estimation in mixing sequences of random variables
• Estimation of a multivariate density function using delta sequences
• Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
• A note on empirical processes of strong-mixing sequences
• Estimation of a multivariate density
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• On Strong Mixing Conditions for Stationary Gaussian Processes
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item