THE KOMLÓS‐MAJOR‐TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
THE KOMLÓS‐MAJOR‐TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
复制标题
KOMLÓS-MAJOR-TUSNÁDY 近似及其应用
DOI：
10.1111/j.1467-842x.1984.tb01233.x
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发表时间：
1984
影响因子：
1.1
通讯作者：
P. Hall
中科院分区：
文献类型：
--
作者：
S. Csörgö;P. Hall
总结
Summary
Any order-invariant function of a sequence of sample values may be expressed as a functional of the sample's empiric distribution function. This suggests that a very general approach to the theory of functions of sample values can be based on the empiric distribution function. The Komlos-Major-Tusnhdy (KMT) approximation provides a remarkable, mathematically tractable representation for the empiric distribution function of a random sample. Our aim in this paper is to describe the KMT approximation, particularly as it relates to other forms of approximation, and to survey some of its many applications.