High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I

MaRDI QIDQ1909015zbMATH OpenFDO

Authors V. D. Konakov, V. I. Piterbarg

Publication date 4 July 1996

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

rate of convergencebiassmoothing parameterlimit theoremsGaussian fieldkernel estimatesrandom errorstrong invariance principlemaximal deviation distributionoptimal nonparametric estimationsequence of approximating functions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40) Asymptotic distribution theory in statistics (62E20)

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