Strong approximation of empirical process with independent but non- identically distributed random variables
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Publication:1092509
DOI10.1007/BF02057589zbMath0627.60038OpenAlexW1963507724MaRDI QIDQ1092509
Publication date: 1987
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02057589
Cites Work
- Approximation theorems for independent and weakly dependent random vectors
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An almost sure invariance principle for the empirical distribution function of mixing random variables
- Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
- An asymptotic representation of the sample distribution function
- Skorohod embedding of multivariate RV's, and the sample DF
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