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

Y. S. Rama Krishnaiah

Statistics & Probability Letters, 1993, vol. 16, issue 5, 369-377

Abstract: For a strictly stationary sequence {Xi} define , where Fn and F are the empirical distribution function (d.f.) and common d.f. pertaining to {Xi}. Sen (1974, Theorem 3.2) established the tail probability inequalities for Dn when {Xn} is [phi]-mixing process. In the present paper, it is proved that Sen's result remains to be true for a class of stro mixing processs also which include [phi]-mixing and the asymptotically uncorrelated processes as special cases. Some applications are given.

Keywords: Kolmogorov--Smirnov; statistic; strong; mixing; multidimensional; empirical; process (search for similar items in EconPapers)
Date: 1993
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