Large deviations for kernel-type empirical distributions

✍ Scribed by Takuhisa Shikimi

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 96 KB
• Volume: 59
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00149-9

✦ Synopsis

We prove a large deviation principle for kernel-type empirical distributions. We introduce a metric in the space of distributions on R d 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.