Some observations on the KMT dyadic scheme

DOI10.1016/J.JSPI.2006.06.015MaRDI QIDQ866635zbMATH OpenOpenAlexFDO

Authors David M. Mason

Publication date 14 February 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.015

zbMATH Keywords

empirical processBrownian bridgeHaar functionsKMT approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Brownian motion (60J65)

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Cites work

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• A refinement of the KMT inequality for the uniform empirical process
• A remark on the approximation of the sample DF in the multidimensional case
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Approximation theorems for independent and weakly dependent random vectors
• Exponential inequalities for sums of random vectors
• Hungarian constructions from the nonasymptotic viewpoint
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• Local invariance principles and their application to density estimation
• Probability Inequalities for the Sum of Independent Random Variables
• Strong approximations of bivariate uniform empirical processes
• Strong limit theorems for oscillation moduli of the uniform empirical process
• The central limit problem for trimmed sums
• Tusnády's inequality revisited

Cited in

(6)

• Large-sample study of the kernel density estimators under multiplicative censoring
• A glimpse of the KMT (1975) approximation of empirical processes by Brownian bridges via quantiles
• KMT theory applied to approximations of SDE
• Strong approximation for multivariate empirical and related processes, via KMT constructions
• KMT coupling for random walk bridges
• A new approach to strong embeddings

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