On the best approximation for bootstrapped empirical processes

We obtain a lower bound for the rate of approximation of bootstrapped empirical processes with Brownian bridges. Our result corresponds to the optimality of the Komlós et al. (1975, 1976, Z. Wahrsch. Verw. Gebiete 32, 111-131; 34, 33-58) approximation of empirical processes.

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Year of publication:	1999
Authors:	Horváth, Lajos ; Steinebach, Josef
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 41.1999, 2, p. 117-122
Publisher:	Elsevier
Keywords:	Bootstrap Empirical process Poisson process Erdös-Rényi law Best approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137962