Toolbox: Gaussian comparison on Eucledian balls
Year of publication: |
2018
|
---|---|
Authors: | Koziuk, Andzhey ; Spokoiny, Vladimir |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | multivariate Gaussian measure | Kolmogorov distance | Gaussian comparison |
Series: | IRTG 1792 Discussion Paper ; 2018-028 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230739 [Handle] RePEc:zbw:irtgdp:2018028 [RePEc] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: |
-
Large ball probabilities, Gaussian comparison and anti-concentration
Götze, Friedrich, (2018)
-
Statistical theories of income and wealth distribution
Chakrabarti, Anindya S., (2009)
-
Statistical theories of income and wealth distribution
Chakrabarti, Anindya S., (2010)
- More ...
-
Instrumental variables regression
Koziuk, Andzhey, (2018)
-
Confidence estimation of the covariance function of stationary and locally stationary processes
Giurcanu, Mihai, (2004)
-
López Cabrera, Brenda, (2010)
- More ...