A refinement of the KMT inequality for the uniform empirical process

DOI10.1214/AOP/1176992070zbMATH Open0638.60040OpenAlexW4245500636MaRDI QIDQ1099488FDOQ1099488

Authors: David M. Mason, Willem van Zwet 

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992070

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zbMATH Keywords

strong approximationuniform empirical processsharp inequalitiesBrownian bridge processKMT inequalityweighted approximations

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

Cited In (36)

• Some applications of concentration inequalities to statistics
• Title not available (Why is that?)
• Speed of convergence of classical empirical processes in \(p\)-variation norm
• A glimpse of the KMT (1975) approximation of empirical processes by Brownian bridges via quantiles
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• Kac's representation from an asymptotic viewpoint
• The \(L_1\)-norm density estimator process
• Some new almost sure results on the functional increments of the uniform empirical process
• Universal Gaussian approximations under random censorship
• Univariate log-concave density estimation with symmetry or modal constraints
• Approximations to permutation and exchangeable processes
• Tusnády's inequality revisited
• A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• Some approximations toL_p-statistics of kernel density estimators
• Some observations on the KMT dyadic scheme
• On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates
• Rényi-type empirical processes
• Gaussian approximation of the empirical process under random entropy conditions
• Asymptotic distributions of pontograms
• An improvement of Tusnády's inequality in the bulk
• Willem van Zwet's research
• The empirical distribution function as a tail estimator
• Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
• Hungarian constructions from the nonasymptotic viewpoint
• Quantile coupling inequalities and their applications
• Local invariance principles and their application to density estimation
• Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• A strong invariance theorem of the tail empirical copula processes
• Bootstrapping the renewal spacings processes
• Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
• Title not available (Why is that?)
• Gaussian approximation of suprema of empirical processes
• Central limit theorems for \(L_ p\)-norms of density estimators
• KMT‐type inequalities and goodness‐of‐fit tests

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