A refinement of the KMT inequality for the uniform empirical process
From MaRDI portal
Publication:1099488
DOI10.1214/aop/1176992070zbMath0638.60040OpenAlexW4245500636MaRDI QIDQ1099488
David M. Mason, Willem R. 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
strong approximationuniform empirical processsharp inequalitiesBrownian bridge processKMT inequalityweighted approximations
Related Items
Speed of convergence of classical empirical processes in \(p\)-variation norm, Local invariance principles and their application to density estimation, A Strong Invariance Theorem of the Tail Empirical Copula Processes, Kac's representation from an asymptotic viewpoint, Universal Gaussian approximations under random censorship, Bootstrapping the renewal spacings processes, Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics, Central limit theorems for \(L_ p\)-norms of density estimators, Some observations on the KMT dyadic scheme, The empirical distribution function as a tail estimator, An improvement of Tusnády's inequality in the bulk, KMT‐type inequalities and goodness‐of‐fit tests, The \(L_1\)-norm density estimator process, A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance, On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates, Quantile coupling inequalities and their applications, Gaussian approximation of suprema of empirical processes, Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle, Approximations to permutation and exchangeable processes, Rényi-type empirical processes, Some applications of concentration inequalities to statistics, Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes, Some new almost sure results on the functional increments of the uniform empirical process, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, Some approximations toLp-statistics of kernel density estimators, Gaussian approximation of the empirical process under random entropy conditions, Willem van Zwet's research, Univariate log-concave density estimation with symmetry or modal constraints, Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions