Pages that link to "Item:Q1314308"
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The following pages link to Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions (Q1314308):
Displayed 17 items.
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Some observations on the KMT dyadic scheme (Q866635) (← links)
- Gaussian approximation of the empirical process under random entropy conditions (Q1016628) (← links)
- Minimum volume sets and generalized quantile processes (Q1275932) (← links)
- Asymptotic equivalence of density estimation and Gaussian white noise (Q1354435) (← links)
- Kernel density estimators: convergence in distribution for weighted sup-norms (Q1884724) (← links)
- Quantile coupling inequalities and their applications (Q1950174) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses (Q2507763) (← links)
- A functional Hungarian construction for the sequential empirical process (Q2577025) (← links)
- The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
- A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← links)
- Isotonic regression discontinuity designs (Q6163242) (← links)
- Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields (Q6187886) (← links)
