Extensions of results of Komlós, Major, and Tusnády to the multivariate case

Uwe Einmahl

Journal of Multivariate Analysis, 1989, vol. 28, issue 1, 20-68

Abstract: A construction method is developed which enables us to establish the well-known approximation results of Komlós, Major, Tusnády (Z. Wahrsch. Verw. Gebiete34 33-58) in the multidimensional setting. The basic tool is a large deviation theorem for conditional distribution functions which may be of independent interest.

Keywords: invariance; principles; strong; approximations; local; limit; theorem; multivariate; quantile; transformation; exponential; coupling; inequalities (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(89)90097-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:28:y:1989:i:1:p:20-68

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().