High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I
From MaRDI portal
Publication:1909015
zbMath0840.62039MaRDI QIDQ1909015
V. D. Konakov, Vladimir I. Piterbarg
Publication date: 4 July 1996
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
rate of convergencekernel estimatesbiaslimit theoremsGaussian fieldrandom errorsmoothing parameterstrong invariance principlemaximal deviation distributionoptimal nonparametric estimationsequence of approximating functions
Random fields; image analysis (62M40) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items
This page was built for publication: High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I