Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical process and extreme value theories. Here we give explicit compa...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2016
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| Online Access: | http://hdl.handle.net/1721.1/103354 https://orcid.org/0000-0002-3250-6714 |