Hungarian constructions from the nonasymptotic viewpoint

From MaRDI portal
Publication:1117572

DOI10.1214/aop/1176991506zbMath0667.60042OpenAlexW2088740581MaRDI QIDQ1117572

Pascal Massart, Jean Bretagnolle

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991506



Related Items

Speed of convergence of classical empirical processes in \(p\)-variation norm, Local invariance principles and their application to density estimation, Kac's representation from an asymptotic viewpoint, About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure, Universal Gaussian approximations under random censorship, Tusnády's inequality revisited, Reminiscences, and some explorations about the bootstrap, Some observations on the KMT dyadic scheme, Dimension free bounds for the Hardy–Littlewood maximal operator associated to convex sets, Strong laws for local quantile processes, An improvement of Tusnády's inequality in the bulk, KMT‐type inequalities and goodness‐of‐fit tests, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, On the persistent homology of almost surely \(C^0\) stochastic processes, Quantile coupling inequalities and their applications, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, 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, Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data, Kac's representation for empirical copula process from an asymptotic viewpoint, Robust nonparametric estimation via wavelet median regression, Functional laws of the iterated logarithm for large increments of empirical and quantile processes, Strong approximation for set-indexed partial sum processes via KMT constructions III, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses, Parametric bootstrap tests for continuous and discrete distributions, Gaussian approximation of the empirical process under random entropy conditions, On the approximation of P-P and Q-Q plot processes by Brownian bridges, A functional Hungarian construction for the sequential empirical process, Optimal estimation and rank detection for sparse spiked covariance matrices, Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions