Accuracy of the approximation of an empirical process by a Brownian bridge

DOI10.1007/BF00972976zbMath0786.60040MaRDI QIDQ1180097

Vladimir I. Koltchinskii

Publication date: 27 June 1992

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

central limit theorem; empirical process; empirical measures; Komlós-Major-Tusnády theorem

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J65: Brownian motion

60F17: Functional limit theorems; invariance principles

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

Cites Work

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• Strong approximation for multivariate empirical and related processes, via KMT constructions
• Limit behaviour of the empirical characteristic function
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• Rates of convergence in the central limit theorem for empirical processes
• Metric entropy of some classes of sets with differentiable boundaries
• Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities