Pages that link to "Item:Q873619"
From MaRDI portal
The following pages link to Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619):
Displaying 15 items.
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples (Q457628) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (Q604378) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences (Q609998) (← links)
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence (Q745520) (← links)
- The maxima and sums of multivariate non-stationary Gaussian sequences (Q904134) (← links)
- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (Q907283) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence (Q1757945) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays (Q2679227) (← links)
- Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)