Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments

Andrei Yu. Zaitsev

ESAIM: Probability and Statistics (2010)

  • Volume: 2, page 41-108
  • ISSN: 1292-8100

Abstract

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A multidimensional version of the results of Komlos, Major and Tusnady for the Gaussian approximation of the sequence of successive sums of independent random vectors with finite exponential moments is obtained.

How to cite

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Zaitsev, Andrei Yu.. "Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments." ESAIM: Probability and Statistics 2 (2010): 41-108. <http://eudml.org/doc/197747>.

@article{Zaitsev2010,
abstract = { A multidimensional version of the results of Komlos, Major and Tusnady for the Gaussian approximation of the sequence of successive sums of independent random vectors with finite exponential moments is obtained. },
author = {Zaitsev, Andrei Yu.},
journal = {ESAIM: Probability and Statistics},
keywords = {Multidimensional invariance principle / strong approximation / sums of independent random vectors. ; independent random vectors; rate of strong approximation},
language = {eng},
month = {3},
pages = {41-108},
publisher = {EDP Sciences},
title = {Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments},
url = {http://eudml.org/doc/197747},
volume = {2},
year = {2010},
}

TY - JOUR
AU - Zaitsev, Andrei Yu.
TI - Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 2
SP - 41
EP - 108
AB - A multidimensional version of the results of Komlos, Major and Tusnady for the Gaussian approximation of the sequence of successive sums of independent random vectors with finite exponential moments is obtained.
LA - eng
KW - Multidimensional invariance principle / strong approximation / sums of independent random vectors. ; independent random vectors; rate of strong approximation
UR - http://eudml.org/doc/197747
ER -

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