Some observations on the KMT dyadic scheme

DOI10.1016/J.JSPI.2006.06.015zbMath1122.60019OpenAlexW2080494471MaRDI QIDQ866635

David M. Mason

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.015

zbMATH Keywords

Brownian bridgeempirical processHaar functionsKMT approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Brownian motion (60J65)

Related Items (2)

Large-sample study of the kernel density estimators under multiplicative censoring ⋮ A new approach to strong embeddings

Cites Work

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• A refinement of the KMT inequality for the uniform empirical process
• Hungarian constructions from the nonasymptotic viewpoint
• Exponential inequalities for sums of random vectors
• A remark on the approximation of the sample DF in the multidimensional case
• Approximation theorems for independent and weakly dependent random vectors
• Strong approximations of bivariate uniform empirical processes
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• Local invariance principles and their application to density estimation
• Tusnády's inequality revisited
• Probability Inequalities for the Sum of Independent Random Variables
• The central limit problem for trimmed sums
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Strong limit theorems for oscillation moduli of the uniform empirical process

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