A functional Hungarian construction for sums of independent random variables

DOI10.1016/S0246-0203(02)01144-5zbMath1021.60027OpenAlexW1582958425MaRDI QIDQ1863429

Michael Nussbaum, I. G. Grama

Publication date: 11 March 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_6_923_0

zbMATH Keywords

partial sum processHölder classasymptotic equivalence of statistical experimentsKomlos-Major-Tusnady inequalitynon-identically distributed variables

Mathematics Subject Classification ID

Density estimation (62G07) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (5)

An improvement of Tusnády's inequality in the bulk ⋮ Quantile coupling inequalities and their applications ⋮ Asymptotic equivalence of nonparametric autoregression and nonparametric regression ⋮ A functional Hungarian construction for the sequential empirical process ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors

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