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)

Related Items (17)

Kernel density estimators: convergence in distribution for weighted sup-norms ⋮ Asymptotic equivalence of density estimation and Gaussian white noise ⋮ Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings ⋮ Some observations on the KMT dyadic scheme ⋮ Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications ⋮ Isotonic regression discontinuity designs ⋮ Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields ⋮ Quantile coupling inequalities and their applications ⋮ Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors ⋮ Gaussian approximation of suprema of empirical processes ⋮ An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses ⋮ Gaussian approximation of the empirical process under random entropy conditions ⋮ Minimum volume sets and generalized quantile processes ⋮ Conditional quantile processes based on series or many regressors ⋮ A Massive Data Framework for M-Estimators with Cubic-Rate ⋮ A functional Hungarian construction for the sequential empirical process ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong approximation for set-indexed partial sum processes via KMT constructions. I
• Some limit theorems for empirical processes (with discussion)
• Donsker classes of sets
• Universal Donsker classes and metric entropy
• Donsker classes and random geometry
• A refinement of the KMT inequality for the uniform empirical process
• Hungarian constructions from the nonasymptotic viewpoint
• Strong approximation for multivariate empirical and related processes, via KMT constructions
• Limit behaviour of the empirical characteristic function
• Central limit theorems for empirical measures
• Rates of convergence in the central limit theorem for empirical processes
• Lower bounds on the approximation of the multivariate empirical process
• Invariance principles for sums of Banach space valued random elements and empirical processes
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Convergence of stochastic processes

This page was built for publication: Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions