Pages that link to "Item:Q751036"
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The following pages link to The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail (Q751036):
Displaying 16 items.
- On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
- On continuity and strict increase of the CDF for the sup-functional of a Gaussian process with applications to statistics (Q927794) (← links)
- An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process (Q1083756) (← links)
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes (Q1099498) (← links)
- The supremum of Gaussian processes with a constant variance (Q1112445) (← links)
- On the arg max of a Gaussian process (Q1202290) (← links)
- Asymptotic behaviour of high Gaussian minima (Q1635902) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- On partial sums of a gaussian sequence with stationary increments (Q4215902) (← links)
- (Q4866868) (← links)
- Length of stationary Gaussian excursions (Q5060374) (← links)
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (Q5475394) (← links)
- On the regularity of the distribution of the maximum of one-parameter Gaussian processes (Q5928421) (← links)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments (Q6152259) (← links)
- \(C^{\infty}\)-regularization by noise of singular ODE's (Q6567184) (← links)
