Strong approximation for set-indexed partial sum processes via KMT constructions III

Rio, E.. "Strong approximation for set-indexed partial sum processes via KMT constructions III." ESAIM: Probability and Statistics 1 (2010): 319-338. <http://eudml.org/doc/197775>.

@article{Rio2010,
abstract = { We generalize the results of Komlós, Major and Tusnády concerning the strong approximation of partial sums of independent and identically distributed random variables with a finite r-th moment to the case when the parameter set is two-dimensional. The most striking result is that the rates of convergence are exactly the same as in the one-dimensional case. },
author = {Rio, E.},
journal = {ESAIM: Probability and Statistics},
keywords = {Set-indexed partial-sum process / functional central limit theorem / invariance principle / strong approximation.},
language = {eng},
month = {3},
pages = {319-338},
publisher = {EDP Sciences},
title = {Strong approximation for set-indexed partial sum processes via KMT constructions III},
url = {http://eudml.org/doc/197775},
volume = {1},
year = {2010},
}

TY - JOUR
AU - Rio, E.
TI - Strong approximation for set-indexed partial sum processes via KMT constructions III
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 1
SP - 319
EP - 338
AB - We generalize the results of Komlós, Major and Tusnády concerning the strong approximation of partial sums of independent and identically distributed random variables with a finite r-th moment to the case when the parameter set is two-dimensional. The most striking result is that the rates of convergence are exactly the same as in the one-dimensional case.
LA - eng
KW - Set-indexed partial-sum process / functional central limit theorem / invariance principle / strong approximation.
UR - http://eudml.org/doc/197775
ER -