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

DOI10.1007/BF01208254zbMATH Open0673.62031OpenAlexW2049081461MaRDI QIDQ1120930FDOQ1120930

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

Recommendations

• High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I
• scientific article; zbMATH DE number 1834021
• On approximating the probability of a large excursion of a nonstationary Gaussian process
• scientific article; zbMATH DE number 4104103
• Extremes of \(L^p\)-norm of vector-valued Gaussian processes with trend

zbMATH Keywords

nonparametric density estimationoptimal rates of convergence

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On some global measures of the deviations of density function estimates
• Optimal global rates of convergence for nonparametric regression
• On estimating a density using Hellinger distance and some other strange facts
• Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. I
• Title not available (Why is that?)
• Limit Theorems for the Maximum Term in Stationary Sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• A law of the logarithm for kernel density estimators
• Title not available (Why is that?)
• On the convergence rate of maximal deviation distribution for kernel regression estimates
• Title not available (Why is that?)
• Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

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

This page was built for publication: Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120930)