Gaussian approximation of suprema of empirical processes
This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the sup-norm. We prove an abstract approximation theorem applicable to a wide varie...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
Institute of Mathematical Statistics
2018
|
| Online Access: | http://hdl.handle.net/1721.1/113855 https://orcid.org/0000-0002-3250-6714 |