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We develop a general technique for bounding the tail of the total variation distance between the empirical and the true distributions over countable sets.
Complete convergence and the law of large numbers
Pao-Lu Hsu and Herbert Robbins · 1947
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Asymptotic minimax character of the sample distribution function and of the classical multinomial estimator
Aryeh Dvoretzky, Jack Kiefer, and Jacob Wolfowitz · 1956
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Mathematics of Statistics, 3rd ed
John F. Kenney and Ernest S. Keeping · 1962
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The equivalence of weak, strong and complete convergence in L 1 L_{1} for kernel density estimates
Luc Devroye · 1983
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On the method of bounded differences
Colin McDiarmid · 1989
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The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
Pascal Massart · 1990
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Large deviations
Frank den Hollander · 2000
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Large deviations of divergence measures on partitions
Jan Beirlant, Luc Devroye, László Györfi, and Igor Vajda · 2001
Cited alongside, same era.
Combinatorial methods in density estimation
Luc Devroye and Gábor Lugosi · 2001
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On choosing and bounding probability metrics
Alison L. Gibbs and Francis E. Su · 2002
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Elements of information theory
Thomas M. Cover and Joy A. Thomas · 2006
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