Rate of Convergence of Distributions of Maximal Deviations of Gaussian Processes and Empirical Density Functions. II

DOI10.1137/1128013MaRDI QIDQ3339102zbMATH OpenOpenAlexFDO

Authors V. D. Konakov, V. L. Piterbarg

Publication date 1984

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1128013

zbMATH Keywords

Gaussian processesrate of convergenceBrownian bridgeempirical density functionsParzen-Rosenblatt estimatordistributions of maximal deviations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Large deviations (60F10) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

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