Exact quantiles of Gaussian process extremes

DOI10.1016/J.SPL.2024.110173MaRDI QIDQ6589422zbMATH OpenFDO

Authors L. Yang

Publication date 19 August 2024

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

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)

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Cites work

• scientific article; zbMATH DE number 51414 (Why is no real title available?)
• A Note on the Absence of Tangencies in Gaussian Sample Paths
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Linear processes in function spaces. Theory and applications
• On the density of the maximum of smooth Gaussian processes
• Simultaneous confidence bands for nonparametric regression with functional data
• Simultaneous inference for the mean function based on dense functional data
• Statistical Inference for Functional Time Series
• The Density of the Distribution of the Maximum of a Gaussian Process

Cited in

(1)

• Continuity of Gaussian extreme distributions

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