Almost sure approximation theorems for the multivariate empirical process

DOI10.1007/BF00535346zbMath0424.60030MaRDI QIDQ3859012

Laurence Pinzur, Walter Philipp

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

invariance principlesempirical distribution functionsmixing random variablesrandom vectorsKiefer processes

Mathematics Subject Classification ID

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

Related Items (25)

Strong approximation of the empirical process of GARCH sequences ⋮ Kac's representation from an asymptotic viewpoint ⋮ Asymptotics for random functions moderated by dependent noise ⋮ A note on strong approximations of multivariate empirical processes ⋮ Asymptotics of conditional empirical processes ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ A note on strong approximation for quantile processes of strong mixing sequences ⋮ Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique ⋮ Empirical and sequential empirical copula processes under serial dependence ⋮ Approximating class approach for empirical processes of dependent sequences indexed by functions ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS ⋮ Uniform strong estimation under \(\alpha\)-mixing, with rates ⋮ Kernel-transformed empirical processes ⋮ Approximation of empirical fields, constructed with respect to vector observations with dependent components ⋮ A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences ⋮ Multivariate empirical characteristic functions ⋮ Augmented GARCH sequences: Dependence structure and asymptotics ⋮ New techniques for empirical processes of dependent data ⋮ Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic ⋮ On the asymptotic distributions of weighted uniform mulitivariate empirical processes ⋮ Almost sure invariance principles for the empirical process of lacunary sequences ⋮ Weak convergence of the weighted sequential empirical process of some long-range dependent data ⋮ Strong approximation of empirical copula processes by Gaussian processes ⋮ Invariance principles for sums of Banach space valued random elements and empirical processes

Cites Work

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• Almost sure invariance principles for partial sums of mixing B-valued random variables
• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• Approximation theorems for independent and weakly dependent random vectors
• Empirical processes: A survey of results for independent and identically distributed random variables
• Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments
• Das Gesetz vom iterierten Logarithmus für empirische Verteilungsfunktionen im \(R^k\)
• An almost sure invariance principle for the empirical distribution function of mixing random variables
• On the Error of the Gaussian Approximation for Convolutions
• Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes

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