Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
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Publication:1314308
DOI10.1007/BF02213361zbMath0810.60002MaRDI QIDQ1314308
Publication date: 10 March 1994
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
rate of convergence; empirical processes; Brownian bridge; Haar basis; empirical entropy; empirical characteristic functions; KMT-approximation
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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