The Density of the Distribution of the Maximum of a Gaussian Process

Cited in

(41)

Bootstrapped confidence bands for percentile lifetime
Confidence bands for percentile residual lifetime under random censorship model
On probabilities of large deviations in Banach spaces
Testing of spherical symmetry of a multivariate distribution.
Weak convergence of dependent empirical measures with application to subsampling in function spaces
On excursion sets, tube formulas and maxima of random fields.
On the distribution of the maximum of a Gaussian field with \(d\) parameters
Mass volume curves and anomaly ranking
Gaussian measures on linear spaces
On the density of the supremum of the solution to the linear stochastic heat equation
Nonparametric inference for distribution functions with stratified samples
A Darling-Erdős-type CUSUM-procedure for functional data
Testing Gaussian process with applications to super-resolution
Weighted empirical processes in the nonparametric inference for Lévy processes
Local limit theorem for the supremum of an empirical process for i.i.d. random variables
Estimation and inference for distribution functions and quantile functions in treatment effect models
Testing for stochastic dominance using the weighted McFadden-type statistic
On the density functions of integrals of Gaussian random fields
Sur l’intégrabilité des vecteurs gaussiens
scientific article; zbMATH DE number 3751942 (Why is no real title available?)
On stopping times for fixed-width confidence regions
Simultaneous bootstrap confidence bands in nonparametric regression
Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process
Efficient Monte Carlo for high excursions of Gaussian random fields
TESTING FOR HOMOGENEITY IN MIXTURE MODELS
Validation of positive expectation dependence
Log-concavity and strong log-concavity: a review
Equivalence of regression curves
Improving the power of tests of stochastic dominance
Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
A dual approach to inference for partially identified econometric models
The harmonic mean formula for random processes
Nonparametric two-sample tests for increasing convex order
Change-point inference for high-dimensional heteroscedastic data
Exact quantiles of Gaussian process extremes
Confidence bands for survival curves from outcome-dependent stratified samples
Continuity of Gaussian extreme distributions
Pattern-based tests for two-dimensional copulas
Strict monotonicity of stochastic process extreme distributions
Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification
Rate of convergence in the central limit theorem for empirical processes

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