On convergence rates of suprema
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Publication:2277651
DOI10.1007/BF01199788zbMath0725.60024MaRDI QIDQ2277651
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Publication date: 1991
Published in: Unnamed Author (Search for Journal in Brave)
Cites Work
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- On the convergence rate of maximal deviation distribution for kernel regression estimates
- Extremes and related properties of random sequences and processes
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- On some global measures of the deviations of density function estimates
- Rate of Convergence of Distributions of Maximal Deviations of Gaussian Processes and Empirical Density Functions. II
- Convergence Rate of Maximum Deviation Distributions of Gaussian Processes and Empirical Densities. I
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the rate of convergence of normal extremes
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
- Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
- Maxima and High Level Excursions of Stationary Gaussian Processes
- Maximum and High Level Excursion of a Gaussian Process with Stationary Increments
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