Approximation for bootstrapped empirical processes

Csörgő, Miklós; Horváth, Lajos; Kokoszka, Piotr

doi:10.1090/S0002-9939-99-05409-X

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.

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