We evaluate upper bounds for the maximal distributions of some Gaussian random fields, which arise in the study of the asymptotic behavior of various two-dimensional empirical processes, with random index. Some of them are generalizations of well-known conditional Brownian fields, while the others are obtained by their integration. We present also some possible statistical applications of our results. © Springer 2005.
On the maximum of some conditional and integrated Gaussian fields and their statistical applications / Beghin, Luisa. - In: STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES. - ISSN 1387-0874. - STAMPA. - 8:1(2005), pp. 51-70. [10.1023/b:sisp.0000049121.38746.81]
On the maximum of some conditional and integrated Gaussian fields and their statistical applications
BEGHIN, Luisa
2005
Abstract
We evaluate upper bounds for the maximal distributions of some Gaussian random fields, which arise in the study of the asymptotic behavior of various two-dimensional empirical processes, with random index. Some of them are generalizations of well-known conditional Brownian fields, while the others are obtained by their integration. We present also some possible statistical applications of our results. © Springer 2005.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.