Pages that link to "Item:Q3221111"

The following pages link to THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS (Q3221111):

Displaying 17 items.

• Large-sample study of the kernel density estimators under multiplicative censoring (Q450027) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle (Q1358017) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• On the Bernstein-von Mises theorem for the Dirichlet process (Q2044376) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors (Q2451257) (← links)
• Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors (Q2452923) (← links)
• KMT coupling for random walk bridges (Q2663400) (← links)
• Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
• The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments (Q4386510) (← links)
• Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
• Nonstandard strong laws for local quantile processes (Q5928934) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)