A glimpse of the KMT (1975) approximation of empirical processes by Brownian bridges via quantiles

MaRDI QIDQ5426262zbMATH OpenFDO

Authors Miklós Csörgo

Publication date 12 November 2007

zbMATH Keywords

Brownian bridgesKMT

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Order statistics; empirical distribution functions (62G30)

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