Large deviations for kernel-type empirical distributions

Takuhisa Shikimi

Statistics & Probability Letters, 2002, vol. 59, issue 1, 23-28

Abstract: We prove a large deviation principle for kernel-type empirical distributions. We introduce a metric in the space of distributions on so as to give a simple proof of the principle of large deviation. As an application, we show a smoothed version of the Dvoretzky-Kiefer-Wolfowitz inequality.

Keywords: Large; deviations; Kernel-type; empirical; distributions; Sanov's; theorem (search for similar items in EconPapers)
Date: 2002
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