Tail probabilities of the maxima of Gaussian random fields
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1090136
- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- On the estimation of the tail probability of the maximum of a Gaussian field
- On excursion sets, tube formulas and maxima of random fields.
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
Cited in
(64)- Approximation of the power of kurtosis test for multinormality.
- Tests in projection pursuit regression
- Rotation space random fields with an application to fMRI data
- Tail probability via the tube formula when the critical radius is zero
- On excursion sets, tube formulas and maxima of random fields.
- Moderate deviation for random elliptic PDE with small noise
- Simultaneous quantile inference for non-stationary long-memory time series
- Modified likelihood ratio test in finite mixture models with a structural parameter
- Critical radius and supremum of random spherical harmonics. II.
- Confidence bands in generalized linear models.
- Tail probabilities of the maxima of multilinear forms and their applications.
- Invariant tests for multivariate normality: A critical review
- How to find an extra head: Optimal random shifts of Bernoulli and Poisson random fields
- On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
- Construction of conservative test for change-point problem in two-dimensional random fields
- Tail probabilities of the limiting null distributions of the Anderson--Stephens statistics
- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- Large excursion probabilities for random fields close to Gaussian ones
- Simultaneous confidence bands for extremal quantile regression with splines
- Extremes of spherical fractional Brownian motion
- Distribution of the height of local maxima of Gaussian random fields
- Testing homogeneity in discrete mixtures
- Random fields of multivariate test statistics, with applications to shape analysis
- Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
- On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
- Volume of tubes, non polynomial behavior
- Validity of the expected Euler characteristic heuristic
- Excursion probability of Gaussian random fields on sphere
- Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators
- On the density functions of integrals of Gaussian random fields
- The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
- Thick Pen Transformation for Time Series
- Probability distributions of extremes of self-similar Gaussian random fields
- scientific article; zbMATH DE number 4216652 (Why is no real title available?)
- Weakly nonlinear statistics of high random waves
- The geometry of least squares in the 21st century
- Tail estimation of the spectral density for a stationary Gaussian random field
- Probabilities of high excursions of Gaussian fields
- Tail approximations of integrals of Gaussian random fields
- scientific article; zbMATH DE number 1090136 (Why is no real title available?)
- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
- Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
- Uniformly efficient simulation for extremes of Gaussian random fields
- scientific article; zbMATH DE number 1570480 (Why is no real title available?)
- Direct simultaneous inference in additive models and its application to model undernutrition
- Simultaneous confidence bands for contrasts between several nonlinear regression curves
- Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields
- Improved simultaneous intervals for linear combinations of parameters from generalized linear models
- A Conservative Test for Multiple Comparison Based on Highly Correlated Test Statistics
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- Excursion probability of certain non-centered smooth Gaussian random fields
- Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields
- Additive models for quantile regression: model selection and confidence bands
- Multiscale jump testing and estimation under complex temporal dynamics
- Projection pursuit exploratory data analysis
- Tube formula for spherically contoured random fields with subexponential marginals
- Upper bound for the conjunction probability of smooth stationary two-dimensional Gaussian fields
- Tensor eigenvectors for projection pursuit
- Probability tails of Gaussian extrema
- The asymptotic distribution of the maxima of a Gaussian random field on a lattice
- The tube method for the moment index in projection pursuit
- The distribution of maxima of approximately Gaussian random fields
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
This page was built for publication: Tail probabilities of the maxima of Gaussian random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2365735)
