Tail behaviour of Gaussian processes with applications to the Brownian pillow

Journal of Multivariate Analysis

Volumn 87, Issue 2, 2003, Pages 370-397

  Koning, Alex ^a   Protasov, Vladimir ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Anderson Darling type tests; Asymptotic distribution theory; Brownian pillow; Cram r mises type tests; Gaussian processes; Kolmogorov type tests; Multivariate constancy; Multivariate independence; Tail behaviour

Indexed keywords

EID: 0344198491     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00059-9     Document Type: Article

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