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

Brownian bridgeempirical processHaar functionsKMT approximation

Mathematics Subject Classification ID

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

Review text

Mason investigates the well-known Komlós-Major-Tusnády (KMT) Brownian bridge approximation to the uniform empirical process. He describes the KMT dyadic scheme and gives some remarks relating to the approaches of other authors working on this field. The author points out that the KMT construction is a Gaussian approximation to a nested array of dyadic multinomial random vectors. Using the Haar basis method he derives from the KMT approach an approximation result for the uniform empirical process, which holds uniformly over the class of dyadic cubes in \([0,1]^d\).

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Cites work

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Cited in

(6)

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

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