Strong approximations of the Hoeffding,Blum, Kiefer,Rosenblatt multivariate empirical process
Authors:
Miklós Csörgő
Affiliation:
Carleton University, Ottawa, Canada
Abstract:
Hoeffding (Ann. Math. Statist. 1948) and Blum, Kiefer and Rosenblatt (Ann. Math. Statist. 1961) constructed distribution free tests of independence based on a multivariate empirical process. We establish strong invariance principles for the latter and also for appropriate functionals of it.