Local Dvoretzky-Kiefer-Wolfowitz confidence bands

DOI10.3103/S1066530721010038MaRDI QIDQ2670672

Odalric-Ambrym Maillard

Publication date: 1 June 2022

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.10320

zbMATH Keywords

risk measureconcentration inequalitiescumulative distribution functionDKW

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics (62-XX) Large deviations (60F10)

Cites Work

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• Kullback-Leibler upper confidence bounds for optimal sequential allocation
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• A functional law of the iterated logarithm for weighted empirical distributions
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• On Skorokhod Convergence
• Empirical Processes with Applications to Statistics
• Uniform Central Limit Theorems
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Convergence of stochastic processes

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