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

Miklos Csorgo
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Miklos Csorgo: Carleton University, LRSP

No lrsp-TRS421, RePAd Working Paper Series from Département des sciences administratives, UQO

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).

Keywords: Empirical and quantile processes; Brownian bridge approximations; Hungarian construction. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Date: Written 2006-06-06

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