Singh, R. S. - In: Journal of Multivariate Analysis 6 (1976) 2, pp. 338-342
Let Xj = (X1j ,..., Xpj), j = 1,..., n be n independent random vectors. For x = (x1 ,..., xp) in Rp and for [alpha] in [0, 1], let Fj(x) = [alpha]I(X1j < x1 ,..., Xpj < xp) + (1 - [alpha]) I(X1j <= x1 ,..., Xpj <= xp), where I(A) is the indicator random variable of the event A. Let Fj(x) = E(Fj(x)) and Dn = supx, [alpha] max1 <= N <= n [Sigma]0n(Fj(x) - Fj(x)). It is shown that P[Dn >= L] < 4pL exp{-2(L2n-1 - 1)} for each positive integer n and for all L2 >= n; and, as n --> [infinity], Dn = 0((nlogn)1/2) with probability one.