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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya

Teor. Veroyatnost. i Primenen., 1978, Volume 23, Issue 3, Pages 495–509 (Mi tvp3065)

Complete asymptotic expansions for the maximum deviation of the empirical density function
V. D. Konakov

This publication is cited in the following articles:
  1. Christopher S. Withers, Saralees Nadarajah, “Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution”, Methodol Comput Appl Probab, 24:3 (2022), 1791  crossref
  2. V. D. Konakov, V. I. Piterbarg, “Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II”, Theory Probab. Appl., 28:1 (1984), 172–178  mathnet  mathnet  crossref  isi
  3. Murray D. Burke, “Approximations of some hazard rate estimators in a competing risks model”, Stochastic Processes and their Applications, 14:2 (1983), 157  crossref
  4. V. D. Konakov, V. I. Piterbarg, “Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I”, Theory Probab. Appl., 27:4 (1983), 759–779  mathnet  mathnet  crossref  isi
  5. R. M. Dudley, Lecture Notes in Mathematics, 860, Probability in Banach Spaces III, 1981, 107  crossref
  6. “Summary of Papers Presented at Sessions of the Probability and Statistics Seminar in the Mathematical Institute of the USSR Academy of Sciences, 1978”, Theory Probab. Appl., 24:3 (1980), 656–676  mathnet  mathnet  crossref  isi


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