Skorohod embedding of multivariate RV's, and the sample DF

From MaRDI portal
Publication:5684016

DOI10.1007/BF00532460zbMath0267.60034MaRDI QIDQ5684016

No author found.

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items

Strong approximation of quantile processes by iterated Kiefer processes., Potential Processes, Cornish-Fisher expansions for functionals of the partial sum empirical distribution, A note on invariance principles for v. Mises' statistics, Strong approximation of empirical process with independent but non- identically distributed random variables, A necessary and sufficient condition of existence of global solutions for some nonlinear hyperbolic equations, Remark on the Cramer-von Mises-Smirnov criterion, The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences, Strong laws for local quantile processes, Strong approximation results for the empirical process of stationary sequences, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, PDE methods for optimal Skorokhod embeddings, Empirical processes for recurrent and transient random walks in random scenery, Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process, An Analysis of a Large-Scale Machine Repair Model, A functional LIL for \(m\)-fold integrated Brownian motion, An approximation of partial sums of independent RV'-s, and the sample DF. I, Skorohod embedding of multivariate RV's, and the sample DF, Strong approximations for nonconventional sums and almost sure limit theorems, Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables, Singularly perturbed Markov chains: limit results and applications, Functional laws of the iterated logarithm for large increments of empirical and quantile processes, An almost sure invariance principle for the empirical distribution function of mixing random variables, Asymptotically minimax estimation of concave and convex distribution functions, Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, Goodness-of-fit test statistics that dominate the Kolmogorov statistics, Distribution results for the occupation measures of continuous Gaussian fields, Minimal Root's embeddings for general starting and target distributions, Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics, Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs, Asymptotic results for the empirical process of stationary sequences, A vector-valued almost sure invariance principle for hyperbolic dynamical systems, On the weak convergence of U-statistic processes, and of the empirical process, Asymptotic expansions for bivariate von Mises functionals, \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data, Weak convergence of the weighted sequential empirical process of some long-range dependent data, Invariance principles for sums of Banach space valued random elements and empirical processes, Sequential change point detection in linear quantile regression models, A new method to prove strassen type laws of invariance principle. II, Some invariance principles for rank statistics for testing independence, Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics, Optimal transport and Skorokhod embedding



Cites Work