A uniform bound for the deviation of empirical distribution functions

DOI10.1016/0047-259X(77)90071-9zbMath0383.62040MaRDI QIDQ1248867

Luc P. Devroye

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15)

Related Items (8)

Recursive estimation of nonparametric regression with functional covariate ⋮ Bounds for the uniform deviation of empirical measures ⋮ Minimum Kolmogorov Distance Estimates for Multivariate Parametrized Families ⋮ Nonparametric estimation in time series with measurement errors ⋮ On the tight constant in the multivariate Dvoretzky-Kiefer-Wolfowitz inequality ⋮ On the recovery of discrete probability densities from imperfect measurements ⋮ The rate of strong uniform consistency for the multivariate product-limit estimator ⋮ Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives

Cites Work

• On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• On the Deviations of the Empiric Distribution Function of Vector Chance Variables
• Probability Inequalities for Sums of Bounded Random Variables

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