Revisiting two strong approximation results of Dudley and Philipp

Details Revisiting two strong approximation results of Dudley and Philipp Revisiting two strong approximation results of Dudley and Philipp

2006-12-22

arxiv.org/abs/math/0612701v1

IMS Lecture Notes Monograph Series 2006, Vol. 51, 155-172

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921706000000824 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921706000000824

We demonstrate the strength of a coupling derived from a Gaussian
approximation of Zaitsev (1987a) by revisiting two strong approximation results
for the empirical process of Dudley and Philipp (1983), and using the coupling
to derive extended and refined versions of them.

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