On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications |
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| Authors: | Beghin Luisa |
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| Institution: | (1) Dipartimento di Statistica, Probabilità e Statistiche Applicate, Università di Roma  La Sapienza , p.le Aldo Moro 5, 00185, Roma |
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| Abstract: | We evaluate upper bounds for the maximal distributions of some Gaussian random fields, which arise in the study of the asymptotic behavior of various two-dimensional empirical processes, with random index. Some of them are generalizations of well-known conditional Brownian fields, while the others are obtained by their integration. We present also some possible statistical applications of our results. |
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| Keywords: | Bahadur efficiency dependence function integrated Gaussian fields Kac empirical process Kiefer– Mü ller field pinned Brownian sheet Brownian pillow |
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