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

DOI10.1137/1128013zbMath0547.62031OpenAlexW2026798551MaRDI QIDQ3339102

V. L. Piterbarg, V. D. Konakov

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

rate of convergenceGaussian processesBrownian bridgeempirical density functionsParzen-Rosenblatt estimatordistributions of maximal deviations

Mathematics Subject Classification ID

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

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Confidence regions for the intensity function of a cyclic Poisson process ⋮ On convergence rates of suprema ⋮ Limit theorems for global measures of deviation of kernel estimates for the intensity functions of inhomogeneous Poisson processes

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