论文信息 - Extensions of results of Komlo´s, Major, and Tusna´dy to the multivariate case

Extensions of results of Komlo´s, Major, and Tusna´dy to the multivariate case

A construction method is developed which enables us to establish the well-known approximation results of Komlos, Major, Tusnady (Z. Wahrsch. Verw. Gebiete34 33-58) in the multidimensional setting. The basic tool is a large deviation theorem for conditional distribution functions which may be of independent interest.

U. Einmahl | U. Einmahl

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