Abstract
We obtain a probability inequality for the sup-norm distance between multivariate empirical processes and suitable constructed Poisson processes.
Citation
Lajos Horvath. "A Note on the Rate of Poisson Approximation of Empirical Processes." Ann. Probab. 18 (2) 724 - 726, April, 1990. https://doi.org/10.1214/aop/1176990855
Information
Published: April, 1990
First available in Project Euclid: 19 April 2007
zbMATH: 0704.60027
MathSciNet: MR1055430
Digital Object Identifier: 10.1214/aop/1176990855
Subjects:
Primary:
60F17
Secondary:
62G30
Keywords:
Multivariate empirical process
,
Poisson point process
,
strong approximation
Rights: Copyright © 1990 Institute of Mathematical Statistics
