Approximation for bootstrapped empirical processes
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- by Miklós Csörgő, Lajos Horváth and Piotr Kokoszka PDF
- Proc. Amer. Math. Soc. 128 (2000), 2457-2464 Request permission
Abstract:
We obtain an approximation for the bootstrapped empirical process with the rate of the Komlós, Major and Tusnády approximation for empirical processes. The proof of the new approximation is based on the Poisson approximation for the uniform empirical distribution function and the Gaussian approximation for randomly stopped sums.References
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Additional Information
- Miklós Csörgő
- Affiliation: Department of Mathematics and Statistics, Carleton University, Ottawa Ontario, Canada K1S 5B6
- Lajos Horváth
- Affiliation: Department of Mathematics, University of Utah, 155 South 1440 East, Salt Lake City, Utah 84112-0090
- Email: horvath@math-utah.edu
- Piotr Kokoszka
- Affiliation: Department of Mathematical Sciences, University of Liverpool, Liverpool L69 3BX, United Kingdom
- Received by editor(s): September 16, 1998
- Published electronically: November 29, 1999
- Additional Notes: The first author’s research was supported by an NSERC Canada grant
The second author’s research was supported by NATO grant CRG 960 503 - Communicated by: Wei Y. Loh
- © Copyright 2000 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 128 (2000), 2457-2464
- MSC (1991): Primary 62G30; Secondary 62G07
- DOI: https://doi.org/10.1090/S0002-9939-99-05409-X
- MathSciNet review: 1676287
Dedicated: In memory of Béla Szőkefalvi–Nagy