Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics

DOI10.1016/j.spa.2016.04.020zbMath1354.60032arXiv1502.00342OpenAlexW2964008253WikidataQ39077538 ScholiaQ39077538MaRDI QIDQ335642

Evan Greene, Jon A. Wellner

Publication date: 2 November 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00342

zbMATH Keywords

exponential boundsBennett inequalityfinite sampling inequalitiesHoeffding inequalityhypergeometric distributiontwo-sample Kolmogorov-Smirnov statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60F99)

Cites Work

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