Exact quantiles of Gaussian process extremes

DOI10.1016/J.SPL.2024.110173zbMATH Open1543.6005MaRDI QIDQ6589422FDOQ6589422

Authors: L. Yang 

Publication date: 19 August 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

densityfinite rankcontinuous distributionstrictly increasing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Linear processes in function spaces. Theory and applications
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• The Density of the Distribution of the Maximum of a Gaussian Process
• Title not available (Why is that?)
• Simultaneous inference for the mean function based on dense functional data
• Simultaneous confidence bands for nonparametric regression with functional data
• A Note on the Absence of Tangencies in Gaussian Sample Paths
• Statistical Inference for Functional Time Series
• On the density of the maximum of smooth Gaussian processes

Cited In (1)

• Continuity of Gaussian extreme distributions

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