A note on strong approximations of multivariate empirical processes

DOI10.1016/0304-4149(88)90068-3zbMath0651.60040OpenAlexW2148449612MaRDI QIDQ1106542

Lajos Horváth, Miklós Csörgő

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90068-3

zbMATH Keywords

Gaussian processempirical processempirical distribution functionalmost sure invariance principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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