ON CONVERGENCE-RATES OF SUPREMA

• 成果类型: Article
• 署名作者: HALL, P
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01199788
• 发表日期: 1991
• 页码: 447-455
• 关键词: density

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.