Tail behaviour of Gaussian processes with applications to the Brownian pillow
نویسندگان
چکیده
منابع مشابه
Tail behaviour of Gaussian processes with applications to the Brownian pillow
In this paper we investigate the tail behaviour of a random variable which may be viewed as a functional of a zero mean Gaussian process , taking special interest in the situation where obeys the structure which is typical for limiting processes ocurring in nonparametric testing of [multivariate] indepencency and [multivariate] constancy over time. The tail behaviour of is described by means of...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2003
ISSN: 0047-259X
DOI: 10.1016/s0047-259x(03)00059-9