scientific article; zbMATH DE number 227734
Let \(X(t)\), \(t \in \mathbb{R}^ m\), be a continuously differentiable (in the mean square sense) random field with continuous trajectories, let \(u(t)\) and \(v(t)\) be continuously differentiable functions, and let \(K\) be an \(m\)-dimensional interval. Let \[ P = P_ X(u,v,K) =P(-v(t) <X(t)<u(t),\;t \in K). \] Sufficient conditions are given such that a certain functional \(G=G(u,v,K,R)\) explicity given satisfies the relation \(P-G=o(1-G)\), where \(R\) denotes the covariance matrix of \(X'(t)\) and \(u(t)\), \(v(t) \geq a\) for all \(t \in K\), \(a \to \infty\). This extends earlier results of the author [Lith. Math. J. 29, No. 4, 383-397 (1989); translation from Litov. Mat. Sb. 29, No. 4, 785-805 (1989; Zbl 0724.60042)] to random fields and allows to study deviations of nonparametric function estimates in higher dimensions.
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