Comparison and anti-concentration bounds for maxima of Gaussian random vectors

DOI10.1007/s00440-014-0565-9zbMath1319.60072arXiv1301.4807OpenAlexW2503608075MaRDI QIDQ2349143

Denis Chetverikov, Victor Chernozhukov, Kengo Kato

Publication date: 19 June 2015

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4807

zbMATH Keywords

maxima Gaussian random vectors anti-concentration inequality Slepian inequality conditional multiplier central limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

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