Continuity of Gaussian extreme distributions

DOI10.1016/J.SPL.2024.110274MaRDI QIDQ6650761zbMATH OpenFDO

Authors L. Yang

Publication date 9 December 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110274

zbMATH Keywords

Brownian sheetextremeLévy concentrationmean square continuitysample pathtotally bounded

Mathematics Subject Classification ID

Limit theorems in probability theory (60Fxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

Cites work

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Cited in

(5)

• Inference for dependent error functional data: covariance function
• Simultaneous inference for covariance function of next-generation functional data
• Strict monotonicity of stochastic process extreme distributions
• Strictly monotonic distribution functions of stochastic processes functionals
• Gaussian and bootstrap approximations for functional principal component regression

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