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A note on strong approximations of multivariate empirical processes

Miklós Csörgo and Lajos Horvath

Stochastic Processes and their Applications, 1988, vol. 28, issue 1, 101-109

Abstract: We approximate the empirical process, based on multivariate random samples with an arbitrary distribution function, by a single Gaussian process.

Keywords: multivariate; empirical; process; Gaussian; processes; invariance; principles (search for similar items in EconPapers)
Date: 1988
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