Some observations on the KMT dyadic scheme

DOI10.1016/J.JSPI.2006.06.015zbMATH Open1122.60019OpenAlexW2080494471MaRDI QIDQ866635FDOQ866635

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

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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)

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
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• Probability Inequalities for the Sum of Independent Random Variables
• Strong limit theorems for oscillation moduli of the uniform empirical process
• Exponential inequalities for sums of random vectors
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• Hungarian constructions from the nonasymptotic viewpoint
• Approximation theorems for independent and weakly dependent random vectors
• 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
• Strong approximations of bivariate uniform empirical processes
• A remark on the approximation of the sample DF in the multidimensional case
• The central limit problem for trimmed sums
• A refinement of the KMT inequality for the uniform empirical process
• Title not available (Why is that?)
• Tusnády's inequality revisited
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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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