Tail behaviour of Gaussian processes with applications to the Brownian pillow.

DOI10.1016/S0047-259X(03)00059-9zbMath1064.60063OpenAlexW1988183129MaRDI QIDQ1426355

Alex J. Koning, Vladimir Yu. Protasov

Publication date: 14 March 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00059-9

zbMATH Keywords

Gaussian processestail behaviourasymptotic distribution theorymultivariate independenceBrownian pillowCramér-von Mises type testsAnderson-Darling-type testsKolmogorov-type testsmultivariate constancy

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data ⋮ Statistical inference on a changing extreme value dependence structure ⋮ A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes ⋮ Boundary non-crossings of Brownian pillow ⋮ On the errors committed by sequences of estimator functionals

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