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 Cs¨org?o and R´ev´esz (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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Year of publication:	2006-06-06
Authors:	Csorgo, Miklos
Institutions:	Départment des sciences administratives, Université du Québec en Outaouais (UQO)
Subject:	Empirical and quantile processes \| Brownian bridge approximations \| Hungarian construction

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Extent:	application/pdf
Series:	RePAd Working Paper Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number lrsp-TRS421 14 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005773147