Komlos-Major-Tusnady approximation for the general empirical process and Haar expansions of classes of functions
Komlos-Major-Tusnady approximation for the general empirical process and Haar expansions of classes of functions
复制标题
一般经验过程的 Komlos-Major-Tusnady 近似和函数类的 Haar 展开
DOI：
10.1007/bf02213361
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发表时间：
1994
影响因子：
0.8
通讯作者：
V. Koltchinskii
中科院分区：
文献类型：
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作者：
V. Koltchinskii
得到了以函数为索引的经验过程的不变性原理下Komlos-Major-Tusnady型的收敛速率。用经验熵和对应函数类的哈尔近似的精度给出了这些条件。作为一种推论，我们得到了Massart（25）最近的结果以及一些关于经验特征函数的新结果。
Rates of convergence of the Komlos-Major-Tusnady type in the invariance principle for empirical processes indexed by functions are obtained. The conditions are given in terms of the empirical entropy and the accuracy of the Haar type approximation for the corresponding classes of functions. The recent results of Massart(25) as well as some new results for empirical characteristic functions are obtained as a corollary.