Extrema of some Gaussian processes with large trends and density estimation in L_-norm

DOI10.1007/BF01208254MaRDI QIDQ1120930zbMATH OpenOpenAlexFDO

Authors V. D. Konakov

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01208254

zbMATH Keywords

nonparametric density estimationoptimal rates of convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• A law of the logarithm for kernel density estimators
• Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• On estimating a density using Hellinger distance and some other strange facts
• On some global measures of the deviations of density function estimates
• On the convergence rate of maximal deviation distribution for kernel regression estimates
• Optimal global rates of convergence for nonparametric regression
• Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. I

Cited in

(4)

• Extremes of \(L^p\)-norm of vector-valued Gaussian processes with trend
• Extremes of vector-valued Gaussian processes with trend
• Rate of Convergence of Distributions of Maximal Deviations of Gaussian Processes and Empirical Density Functions. II
• Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

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