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The general form of the law of the iterated logarithm for generalized Kolmogorov-Smirnov-Renyi statistics
Authors:W. Krumbholz
Affiliation:Dortmund University Germany
Abstract:
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.
Keywords:Empirical process   Brownian bridge   Kolmogorov-Smirnov statistic   Renyi statistics   Large deviations
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