Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem

DOI10.4171/ICM2022/186MaRDI QIDQ6200224zbMATH OpenOpenAlexFDO

Authors

Publication date 22 March 2024

Published in International Congress of Mathematicians (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4171/icm2022/186

zbMATH Keywords

Gaussian processanti-concentrationcomparison of distributionsdensity of maximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(1)

• An inequality for the total variation distance between high-dimensional centered Gaussian laws

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