Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis

DOI10.1214/17-AAP1321zbMath1405.62049arXiv1609.02126OpenAlexW2963390312MaRDI QIDQ1617120

Konstantin Tikhomirov, Alexander E. Litvak

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.02126

zbMATH Keywords

order statisticsnonlinear approximationKarhunen-Loève basisINID case

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Estimates for order statistics in terms of quantiles

Cites Work

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