A note on strong approximations of multivariate empirical processes

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Abstract

We approximate the empirical process, based on multivariate random samples with an arbitrary distribution function, by a single Gaussian process.

MSC

60F17

Keywords

multivariate empirical process
Gaussian processes
invariance principles

Cited by (0)

Research supported by a NSERC Canada grant.

∗∗

Research supported by Hungarian National Foundation for Scientific Research grant no. 1808.