Strong approximations of bivariate uniform empirical processes

DOI10.1016/S0246-0203(98)80024-1zbMath0915.60048MaRDI QIDQ1264265

Françoise Laurent-Bonvalot, Nathalie Castelle

Publication date: 1 September 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1998__34_4_425_0

zbMATH Keywords

strong approximationBrownian bridgeshypergeometric distributionbivariate empirical processGaussian Kiefer process

Mathematics Subject Classification ID

Multivariate analysis (62H99) Gaussian processes (60G15) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (9)

Strong approximation of quantile processes by iterated Kiefer processes. ⋮ A Strong Invariance Theorem of the Tail Empirical Copula Processes ⋮ Some observations on the KMT dyadic scheme ⋮ Strong approximation results for the empirical process of stationary sequences ⋮ Spacings-ratio empirical processes ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ A functional Hungarian construction for the sequential empirical process

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