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A functional Hungarian construction for the sequential empirical process
functional Hungarian construction sequential empirical process
2015/8/25
We establish a KMT coupling for the sequential empirical process and the KieferMüller process. The processesare indexed by functions f from a Hölder class H, but the supremum over f ∈ H is taken ...
A FUNCTIONAL HUNGARIAN CONSTRUCTION FOR SUMS OF INDEPENDENT RANDOM VARIABLES
Komlos-Major–Tusnády inequality Partial sum process Non-identically distributed variables Function classes Asymptotic equivalence of statistical experiments
2015/8/25
We develop a Hungarian construction for the partial sum process of independent non-identically distributed random variables. The process is indexed by functions f from a class H, but the supremum over...