Tusnady's Lemma, 24 years later

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 38, Issue 6, 2002, Pages 991-1007

  Massart, Pascal ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Binomial distribution; Hungarian construction; Normal approximation; Quantile tranform

Indexed keywords

EID: 0036845588     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(02)01130-5     Document Type: Article

References (9)

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2. M. Csörgo, P. Révész, Strong Approximations in Probability and Statistics, Academic Press, New York, 1981.
3. A. Carter, D. Pollard, Tusnédy's inequality revisited, Preprint, 2000.
4. K. Ito, H.P. Mac Kean, Diffusion Processes and Their Sample Paths, Springer, Berlin, 1965.
5. J. Komlós, P. Major, G. Tusnády, An approximation of partial sums of independent rv-s, and the sample df. I, Z. Warscheinlichkeitstheorie Verwandte Geb. 32 (1975) 111-131.
6. D. Mason, W. van Zwet, A refinement of the KMT inequality for the uniform empirical process, Ann. Probab. 15 (1987) 871-884.
7. M. Nussbaum, Asymptotic equivalence of density estimation and Gaussian white noise, Ann. Statist. 24 (1996) 2399-2430.
8. G.R. Shorack, J.A. Wellner, Empirical Processes with Applications to Statistics, Wiley, New York, 1986.
9. G. Tusnády, A study of statistical hypotheses, PhD Thesis, Hungarian Academy of Sciences, Budapest, 1977 (In Hungarian).