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...

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Bibliographic Details
Main Authors: Chernozhukov, Victor V. (Contributor), Chetverikov, Denis (Author), Kato, Kengo (Author)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor), Massachusetts Institute of Technology. Operations Research Center (Contributor)
Format: Article
Language:English
Published: Springer Berlin Heidelberg, 2016-06-27T16:05:18Z.
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