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A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles

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Author Info
Miklos Csorgo (Carleton University, LRSP)
Abstract

We deduce a partial version of the KMT (1975) inequality for coupling the uniform empirical process with a sequence of Brownian bridges via the construction used by Cs¨org?o and R´ev´esz (CsR) (1978) for their similar coupling of the uniform quantile process with another sequence of Brownian bridges. These constructions are pivoted on the KMT (1975, 1976) inequalities for approximating partial sums by a Wiener process (Brownian motion).

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File URL: http://www.repad.org/ca/on/lrsp/TRS421.pdf
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File Function: First version, 2005
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Publisher Info
Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS421.

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Length: 14 pages
Date of creation: 06 Jun 2006
Date of revision:
Handle: RePEc:pqs:wpaper:092006

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Related research
Keywords: Empirical and quantile processes; Brownian bridge approximations; Hungarian construction.;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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This page was last updated on 2009-11-11.

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