THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS

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Cited In (19)

Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
Large-sample study of the kernel density estimators under multiplicative censoring
Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
On the strong approximation of bootstrapped empirical copula processes with applications
Some asymptotic results for the integrated empirical process with applications to statistical tests
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
The accuracy of strong Gaussian approximation for sums of independent random vectors
Strong approximation of empirical copula processes by Gaussian processes
Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
On the Bernstein-von Mises theorem for the Dirichlet process
Strong invariance principles for ergodic Markov processes
Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle
KMT coupling for random walk bridges
Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
A new approach to strong embeddings
Nonstandard strong laws for local quantile processes
Komlós-Major-Tusnády approximation under dependence
Some applications of the strong approximation of the integrated empirical copula processes

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