On continuity and strict increase of the CDF for the sup-functional of a Gaussian process with applications to statistics
From MaRDI portal
Publication:927794
DOI10.1007/s00025-007-0257-1zbMath1136.62038OpenAlexW2117321940MaRDI QIDQ927794
Daniel Rost, Peter Gaenssler, Péter K. Molnár
Publication date: 10 June 2008
Published in: Results in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00025-007-0257-1
Gaussian processes (60G15) Nonparametric tolerance and confidence regions (62G15) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)
Related Items
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach ⋮ Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes ⋮ Empirical process of concomitants for partly categorial data and applications in statistics ⋮ Testing convexity of a discrete distribution ⋮ A new approach to tests and confidence bands for distribution functions ⋮ Change-point inference for high-dimensional heteroscedastic data ⋮ Lower bounds for posterior rates with Gaussian process priors ⋮ Log-concavity and strong log-concavity: a review ⋮ On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process