A note on strong approximations of multivariate empirical processes

DOI10.1016/0304-4149(88)90068-3zbMath0651.60040OpenAlexW2148449612MaRDI QIDQ1106542

Lajos Horváth, Miklós Csörgő

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90068-3

zbMATH Keywords

Gaussian processempirical processempirical distribution functionalmost sure invariance principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (14)

Kac's representation from an asymptotic viewpoint ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ A random walk through Canadian contributions on empirical processes and their applications in probability and statistics ⋮ Quantifying identifiability in independent component analysis ⋮ New non-parametric tests for independence ⋮ Approximations for a multivariate hybrid process with applications to change-point detection ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Nonparametric estimation of the dependence function for a multivariate extreme value distribution ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic ⋮ Continuity of Gaussian extreme distributions ⋮ On the asymptotic distributions of weighted uniform mulitivariate empirical processes ⋮ Estimation of conditional quantile density function ⋮ Strong approximation of empirical copula processes by Gaussian processes

Cites Work

• Unnamed Item
• Unnamed Item
• Approximation of empirical fields, constructed with respect to vector observations with dependent components
• Tail behaviour for suprema of empirical processes
• Asymptotics of conditional empirical processes
• On strong approximation of the multidimensional empirical process
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Approximation Theorems of Mathematical Statistics
• Almost sure approximation theorems for the multivariate empirical process
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A new method to prove strassen type laws of invariance principle. II
• Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes

This page was built for publication: A note on strong approximations of multivariate empirical processes