A note on strong approximations of multivariate empirical processes
Miklós Csörgo and
Stochastic Processes and their Applications, 1988, vol. 28, issue 1, 101-109
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)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:28:y:1988:i:1:p:101-109
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