A glimpse of the KMT (1975) approximation of empirical processes by Brownian bridges via quantiles
We deduce a partial version of the KMT (1975) inequality for coupling the uniform empirical process with a sequence of Brownian bridges via the construction used by Csörgő and Révész (CsR) (1978) for their similar coupling of the uniform quantile process with another sequence of Brownian bridges. Th...
Elmentve itt :
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| Dokumentumtípus: | Cikk |
| Megjelent: |
Bolyai Institute, University of Szeged
Szeged
2007
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| Sorozat: | Acta scientiarum mathematicarum
73 No. 1-2 |
| Kulcsszavak: | Matematika |
| Tárgyszavak: | |
| Online Access: | http://acta.bibl.u-szeged.hu/16191 |
| Tartalmi kivonat: | We deduce a partial version of the KMT (1975) inequality for coupling the uniform empirical process with a sequence of Brownian bridges via the construction used by Csörgő and Révész (CsR) (1978) for their similar coupling of the uniform quantile process with another sequence of Brownian bridges. These constructions are pivoted on the KMT (1975, 1976) inequalities for approximating partial sums by a Wiener process (Brownian motion). |
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| Terjedelem/Fizikai jellemzők: | 349-366 |
| ISSN: | 0001-6969 |