Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions.~II
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 164-169

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The results of the first part of the paper are applied to the construction of confidence regions for the unknown probability density ill the case of nonparametric Parzen–Rosenblatt's estimation.
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V. D. Konakov; V. I. Piterbarg. Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions.~II. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 164-169. http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a12/