Rate of Convergence of Distributions of Maximal Deviations of Gaussian Processes and Empirical Density Functions. II
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Publication:3339102
DOI10.1137/1128013zbMath0547.62031MaRDI QIDQ3339102
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
rate of convergence; Gaussian processes; Brownian bridge; empirical density functions; Parzen-Rosenblatt estimator; distributions of maximal deviations
62G05: Nonparametric estimation
62G15: Nonparametric tolerance and confidence regions
62G30: Order statistics; empirical distribution functions
60F10: Large deviations
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