Nonasymptotic estimates for the closeness of Gaussian measures on balls

DOI10.1134/S1064562418060248zbMath1420.60050OpenAlexW2900282341MaRDI QIDQ1709866

Alexey Naumov, Yu. E. Tavyrikov, Vladimir V. Ulyanov, Vladimir Spokoiny

Publication date: 15 January 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418060248

zbMATH Keywords

Gaussian measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05)

Related Items (3)

Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics ⋮ Confidence sets for spectral projectors of covariance matrices ⋮ Large ball probabilities, Gaussian comparison and anti-concentration

Cites Work

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• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Central limit theorems and bootstrap in high dimensions
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• THE EIGEN- AND SINGULAR VALUES OF THE SUM AND PRODUCT OF LINEAR OPERATORS
• Introduction to nonparametric estimation

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