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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.
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Einmahl, U. and Mason, D.M. (1998). Strong approximations to the local empirical process. In:
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Dudley, R.M. (1999)
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Einmahl, U. and Mason, D.M. (2000). An empirical process approach to the uniform consistency of kernel-type function estimators
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Settati, A. (2009). Gaussian approximation of the empirical process under random entropy conditions
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Lounici, K. and Nickl, R. (2011). Global uniform risk bounds for wavelet deconvolution estimators
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van der Vaart, A.W. and Wellner, J.A. (2011). A local maximal inequality under uniform entropy
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