Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle
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Publication:1358017
DOI10.1007/BF02104663zbMath0881.60034MaRDI QIDQ1358017
Publication date: 27 July 1997
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Foundations and philosophical topics in statistics (62A01) Functional limit theorems; invariance principles (60F17)
Related Items (3)
KMT coupling for random walk bridges ⋮ Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors
Cites Work
- A useful estimate in the multidimensional invariance principle
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- Strong invariance principles for partial sums of independent random vectors
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Approximation theorems for independent and weakly dependent random vectors
- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the Rate of Convergence for the Invariance Principle
- On the Approximation of Convolutions by Normal Laws
- On large deviations
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