THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS

DOI10.1111/j.1467-842X.1984.tb01233.xzbMath0557.60028MaRDI QIDQ3221111

Hall, Peter, Sándor Csörgö

Publication date: 1984

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1984.tb01233.x

zbMATH Keywords

empirical processes; invariance principle; survey of the Komlós-Major-Tusnady strong approximation

Mathematics Subject Classification ID

60F17: Functional limit theorems; invariance principles

Related Items

Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments, Some asymptotic results for the integrated empirical process with applications to statistical tests, Nonstandard strong laws for local quantile processes, Large-sample study of the kernel density estimators under multiplicative censoring, Some applications of the strong approximation of the integrated empirical copula processes, Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle, On the strong approximation of bootstrapped empirical copula processes with applications, On the Bernstein-von Mises theorem for the Dirichlet process, Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, Komlós-Major-Tusnády approximation under dependence, Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors, Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors, KMT coupling for random walk bridges, Strong approximation of empirical copula processes by Gaussian processes, The accuracy of strong Gaussian approximation for sums of independent random vectors