About the Prohorov distance between the uniform distribution over the unit cube in R^ d and its empirical measure

DOI10.1007/BF00342234MaRDI QIDQ1099480zbMATH OpenFDO

Authors Pascal Massart

Publication date 1988

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

Full work available at URL https://doi.org/10.1007/BF00342234

zbMATH Keywords

empirical measureorder of convergence of the Prokhorov distanceweakly dependent

Mathematics Subject Classification ID

General theory of distribution modulo (1) (11K06) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Review text

We compute the almost sure order of convergence of the Prokhorov distance between the uniform distribution P over \([0,1]^ d\) and the empirical measure associated with n independent observations with (common) distribution P. We show that this order of convergence is \(n^{-1/d}\) up to a power of log(n). This result extends to the case where the observations are weakly dependent.

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Cites work

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Cited in

(9)

• Nonparametric estimation for pure jump Lévy processes based on high frequency data
• Central limit theorems for empirical and U-processes of stationary mixing sequences
• Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
• Nonparametric estimation of the density of the regression noise
• Combining regular and irregular histograms by penalized likelihood
• scientific article; zbMATH DE number 56696 (Why is no real title available?)
• Optimal Matching and Empirical Measures
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
• On proximity of distributions of successive sums with respect to the Prokhorov distance

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