On accuracy of approximation in Koul’s theorem for weighted empirical processes
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 12 (2015), pp. 784-794
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Using coupling we obtain an estimate for the distribution of the uniform distance between a given weighted empirical process and an accompanying gaussian process with the same mean and the covariance function. This estimate also allows us to obtain Koul’s theorem under more general sufficient assumptions.
Keywords:
weighted empirical processes, gaussian approximation, accuracy of approximation, coupling, accompanying gaussian processes.
@article{SEMR_2015_12_a37,
author = {A. I. Sakhanenko and O. A. Sukhovershina},
title = {On accuracy of approximation in {Koul{\textquoteright}s} theorem for weighted empirical processes},
journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
pages = {784--794},
publisher = {mathdoc},
volume = {12},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SEMR_2015_12_a37/}
}
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A. I. Sakhanenko; O. A. Sukhovershina. On accuracy of approximation in Koul’s theorem for weighted empirical processes. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 12 (2015), pp. 784-794. http://geodesic.mathdoc.fr/item/SEMR_2015_12_a37/