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On large deviations of Kolmogorov-Smirnov-Renyi type statistics


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  • Krumbholz, W.
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    One result of Smirnov's important paper [Uspehi Mat. Nauk. 10, 179-206, (in Russian)] yields exponential bounds for the large deviations of his one-sided Smirnov statistic and the two-sided Kolmogorov statistic. In the present paper exponential bounds are given for the large deviations of a wide class of Kolmogorov-Smirnov-Renyi type statistics. As a by-product, exponential bounds for the large deviations of the corresponding limit distributions are obtained.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 6 (1976)
    Issue (Month): 4 (December)
    Pages: 644-652

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    Handle: RePEc:eee:jmvana:v:6:y:1976:i:4:p:644-652

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    Keywords: Empirical process Brownian bridge Kolmogorov-Smirnov statistic Renyi statistics Large deviations;


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