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.
2005
bahadur efficiency; brownian pillow; brownian pillow.; dependence function; integrated gaussian fields; kac empirical process; kiefer-müller field; kiefer–muller field; pinned brownian sheet
01 Pubblicazione su rivista::01a Articolo in rivista
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]
File allegati a questo prodotto
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/144317
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? ND
social impact