Gaussian approximation of suprema of empirical processes

DOI10.1214/14-AOS1230zbMath1317.60038arXiv1212.6885MaRDI QIDQ464197

Kengo Kato, Denis Chetverikov, Victor Chernozhukov

Publication date: 17 October 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.6885

zbMATH Keywords

kernel estimation empirical processes coupling Gaussian approximation series estimation

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)

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