Tusnády's inequality revisited
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Publication:2388341
DOI10.1214/009053604000000733zbMath1076.62012arXivmath/0508606OpenAlexW2148772746MaRDI QIDQ2388341
Publication date: 12 September 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0508606
quantile couplingbeta integral representation of binomial tailsequivalent normal deviateKMT/Hungarian constructionratios of normal tails
Nonparametric robustness (62G35) Inequalities; stochastic orderings (60E15) Theory of statistical experiments (62B15) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Some observations on the KMT dyadic scheme, Tail Probability Ratios of Normal and Student’stDistributions, An improvement of Tusnády's inequality in the bulk, Quantile coupling inequalities and their applications, Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
Cites Work
- Hungarian constructions from the nonasymptotic viewpoint
- A remark on the approximation of the sample DF in the multidimensional case
- Asymptotic equivalence of density estimation and Gaussian white noise
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
- Tusnady's lemma, 24 years later
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I
- A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, II
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