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

zbMATH Open0840.62039MaRDI QIDQ1909015FDOQ1909015

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

Publication date: 4 July 1996

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

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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)

Cited In (5)

• Title not available (Why is that?)
• The Investigation of High-Level Excursions of Gaussian Fields: A Fresh Approach Involving Convexity
• Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm
• Asymptotic Poisson character of extremes in non-stationary Gaussian models
• High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II

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