Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
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Publication:2261924
DOI10.3103/S1066530714030041zbMath1314.60086MaRDI QIDQ2261924
Publication date: 13 March 2015
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
weak convergenceGaussian processesempirical processesquantile processeslaw of iterated logarithmexchangeable bootstrapstrong invariance principles\(K\)-sample problem\(\mathbb P\)-\(\mathbb P\) plots processesmultivariate copula models
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)
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The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications ⋮ Some applications of the strong approximation of the integrated empirical copula processes
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