Approximate Tail Probabilities for the Maxima of Some Random Fields
Author | : STANFORD UNIV CA DEPT OF STATISTICS. |
Publisher | : |
Total Pages | : 19 |
Release | : 1986 |
ISBN-10 | : OCLC:123324436 |
ISBN-13 | : |
Rating | : 4/5 (36 Downloads) |
Download or read book Approximate Tail Probabilities for the Maxima of Some Random Fields written by STANFORD UNIV CA DEPT OF STATISTICS. and published by . This book was released on 1986 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hogan and Siegmund (1986) adapt the method developed by Pickands (1969), Qualls and Watanabe (1973), and Bickel and Rosenblatt (1973) to obtain explicit large deviation approximations for the maxima of several Gaussian random fields arising in statistics. Using a special argument for one particular case, they suggest a heuristic second order approximation for that case; and they show by a Monte Carlo experiment that the second order approximation frequently gives considerably better numerical results. The purpose of this paper is to show that the method developed by Woodroofe (1976,1982) for problems in one dimensional time can be adapted to study maxima of random fields. Overall it involves simpler computations than the previous method and consequently seems potentially capable of delivering a genuine second order approximation should one seem desirable.