A functional Hungarian construction for the sequential empirical process

DOI10.1016/j.crma.2005.10.022zbMath1086.62062OpenAlexW2072601037MaRDI QIDQ2577025

Michael Jähnisch, Michael Nussbaum

Publication date: 29 December 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.10.022

zbMATH Keywords

nonparametric experimentssequential empirical processasymptotic equivalence of experimentsKiefer-Müller processKMT coupling

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Nonparametric estimation (62G05) Limit theorems in probability theory (60F99) Nonparametric inference (62G99)

Cites Work

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• Strong approximations of bivariate uniform empirical processes
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• Local invariance principles and their application to density estimation
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• Asymptotic equivalence for nonparametric generalized linear models
• Asymptotic equivalence for nonparametric regression
• A functional Hungarian construction for sums of independent random variables
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic equivalence for a model of independent non identically distributed observations