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

DOI10.1137/1128013zbMATH Open0547.62031OpenAlexW2026798551MaRDI QIDQ3339102FDOQ3339102

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

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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)

Cited In (7)

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• Confidence regions for the intensity function of a cyclic Poisson process
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