A Note on the Approximation of the Uniform Empirical Process
Work
Year: 1990
Type: article
Abstract: Mason and van Zwet gave an approximation of the uniform empirical process by a Brownian bridge. Their result is a refinement of a result of Komlos, Major and Tusnady in the case when the process is co... more
Source: The Annals of Probability
Author Péter Major
Cites:
Cited by: 18
Related to: 10
FWCI: 0.622
Citation percentile (by year/subfield): 85.44
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze