On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes

Tae Yoon Kim

Statistics & Probability Letters, 1999, vol. 43, issue 3, 217-223

Abstract: Sen (1974, Weak convergence of multidimensional empirical processes for stationary [phi]-mixing processes. Ann. Probab. 2, 147-154, Theorem 3.2) established the tail probability inequalities for Kolmogorov-Smirnov statistics for sequences of [phi]-mixing random variables. In the present note, Sen's result is improved considerably.

Keywords: Kolmogorov-Smirnov; statistics; Uniform; mixing; Multidimensional; empirical; process (search for similar items in EconPapers)
Date: 1999
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