Exact quantiles of Gaussian process extremes

被引:3
|
作者
Yang, Lijian [1 ,2 ]
机构
[1] Tsinghua Univ, Ctr Stat Sci, Beijing 100084, Peoples R China
[2] Tsinghua Univ, Dept Ind Engn, Beijing 100084, Peoples R China
基金
中国国家自然科学基金;
关键词
Continuous distribution; Density; Finite rank; Strictly increasing; MAXIMUM;
D O I
10.1016/j.spl.2024.110173
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
Under nearly minimal conditions, continuity of extreme distribution function is established for both continuous Gaussian processes and finite Gaussian sequences, which entails existence of exact quantiles at any level. Also proved under simple conditions is strict monotonicity of extreme distribution functions that ensures uniqueness of exact quantiles at any level. These results provide convenient tools for developing statistical theory about global inference on functions.
引用
收藏
页数:6
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