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

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  • Kim, Tae Yoon

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.

Suggested Citation

  • Kim, Tae Yoon, 1999. "On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 217-223, July.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:3:p:217-223
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    References listed on IDEAS

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    1. Krishnaiah, Y. S. Rama, 1993. "On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes," Statistics & Probability Letters, Elsevier, vol. 16(5), pages 369-377, April.
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    Cited by:

    1. Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge.

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