Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions

DOI10.1007/BF02213361zbMath0810.60002OpenAlexW2014989245MaRDI QIDQ1314308

Vladimir I. Koltchinskii

Publication date: 10 March 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02213361

zbMATH Keywords

rate of convergenceempirical processesBrownian bridgeHaar basisempirical entropyempirical characteristic functionsKMT-approximation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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