ON CONVERGENCE-RATES OF SUPREMA

被引：60

作者：

HALL, P

机构：

[1] Department of Statistics, Australian National University, Canberra, 2601, ACT

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1991年 / 89卷 / 04期

关键词：

D O I：

10.1007/BF01199788

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that the convergence rate of suprema of stationary Gaussian and related processes, such as processes defined by the empirical distribution function, is logarithmically slow, even if the rates are to be uniform over as few as three points. It is proved that the bootstrap approximation provides a substantial improvement.

引用

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页码：447 / 455

页数：9

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