Pages that link to "Item:Q1122212"
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The following pages link to Strong approximation for multivariate empirical and related processes, via KMT constructions (Q1122212):
Displaying 31 items.
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Uniform in bandwidth exact rates for a class of kernel estimators (Q652606) (← links)
- Upper bounds for minimal distances in the central limit theorem (Q731737) (← links)
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes (Q753321) (← links)
- Rate of convergence in the central limit theorem for empirical processes (Q810995) (← links)
- Scan clustering: A false discovery approach (Q996986) (← links)
- Gaussian approximation of the empirical process under random entropy conditions (Q1016628) (← links)
- Accuracy of the approximation of an empirical process by a Brownian bridge (Q1180097) (← links)
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions (Q1314308) (← links)
- Local invariance principles and their application to density estimation (Q1326286) (← links)
- Kac's representation from an asymptotic viewpoint (Q1895371) (← links)
- The min-characteristic function: characterizing distributions by their min-linear projections (Q2023839) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- On a class of norms generated by nonnegative integrable distributions (Q2178944) (← links)
- Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences (Q2196187) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- A nonparametric analysis of waiting times from a multistate model using a novel linear hazards model approach (Q2263713) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922) (← links)
- Estimation in a generalized Koziol-Green model. (Q2484560) (← links)
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses (Q2507763) (← links)
- The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments (Q4386510) (← links)
- Nonparametric confidence bands construction for GLM models with length biased data (Q4831084) (← links)
- (Q5148992) (← links)
- Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays (Q5851029) (← links)
- Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields (Q6187886) (← links)