Establishes weighted Gaussian approximations for fixed-endpoint increments of empirical and quantile processes valid down to λ/n scale, with application to censored subdistribution processes.
Koml\'os-Major-Tusn\'ady approximations to increments of uniform empirical processes
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
abstract
The well-known Koml\'os-Major-Tusn\'ady inequalities [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] provide sharp inequalities to partial sums of iid standard exponential random variables by a sequence of standard Brownian motions. In this paper, we employ these results to establish Gaussian approximations to weighted increments of uniform empirical and quantile processes. This approach provides rates to the approximations which, among others, have direct applications to statistics of extreme values for randomly censored data.
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Weighted Gaussian Approximations for Increments of the Uniform Empirical and Quantile Processes: Fixed-Endpoint Extensions to the Finite-Count Scale
Establishes weighted Gaussian approximations for fixed-endpoint increments of empirical and quantile processes valid down to λ/n scale, with application to censored subdistribution processes.