On the best approximation for bootstrapped empirical processes (Q1272996)
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scientific article; zbMATH DE number 1228678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the best approximation for bootstrapped empirical processes |
scientific article; zbMATH DE number 1228678 |
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On the best approximation for bootstrapped empirical processes (English)
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30 August 2000
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The authors consider the approximation of bootstrapped empirical processes by Brownian bridges and obtain a lower bound for the approximation error. This result implies that the best-possible rate of approximation is \(n^{-1/2}\log n\), which corresponds to the well-known Komlós-Major-Tusnády result on the approximation of empirical processes.
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best approximation
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bootstrapped empirical processes
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Brownian bridge
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0.9640007
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0.91476244
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0.90061873
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0.8998418
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