Abstract
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.
Information
Published: 1 January 2006
First available in Project Euclid: 28 November 2007
zbMATH: 1122.60031
MathSciNet: MR2387767
Digital Object Identifier: 10.1214/074921706000000824
Subjects:
Primary:
62E17
,
62E20
Secondary:
60F15
Keywords:
coupling
,
Gaussian approximation
,
strong approximation
Rights: Copyright © 2006, Institute of Mathematical Statistics
