Economics at your fingertips  

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
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
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:

Ordering information: This journal article can be ordered from
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Page updated 2019-07-22
Handle: RePEc:eee:spapps:v:28:y:1988:i:1:p:101-109