Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (Q1881412): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction	scientific article

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title

Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (English)

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zbMATH Open document ID

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Annals of the Institute of Statistical Mathematics

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publication date

5 October 2004

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Mathematics Subject Classification ID

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Brownian motion

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least concave majorant

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MaRDI profile type

MaRDI publication profile

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cites work

Marginal densities of the least concave majorant of Brownian motion.

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The concave majorant of Brownian motion

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Diffusion processes and their sample paths.

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Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

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Testing uniformity versus a monotone density

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Isotonic regression: Another look at the changepoint problem

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full work available at URL

https://doi.org/10.1007/bf02517802

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OpenAlex ID

W1977881779

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Sitelinks

Mathematics(1 entry)

mardi Publication:1881412

@@ Property / author @@
-Richard L. Dykstra
@@ Property / author: Richard L. Dykstra / rank @@
-Normal rank
@@ Property / author @@
+Richard L. Dykstra
@@ Property / author: Richard L. Dykstra / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Marginal densities of the least concave majorant of Brownian motion.
+Normal rank
@@ Property / cites work @@
+The concave majorant of Brownian motion
@@ Property / cites work: The concave majorant of Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion processes and their sample paths.
@@ Property / cites work: Diffusion processes and their sample paths. / rank @@
+Normal rank
@@ Property / cites work @@
+Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
+Normal rank
@@ Property / cites work @@
+Testing uniformity versus a monotone density
@@ Property / cites work: Testing uniformity versus a monotone density / rank @@
+Normal rank
@@ Property / cites work @@
+Isotonic regression: Another look at the changepoint problem
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02517802
+Normal rank
@@ Property / OpenAlex ID @@
+W1977881779
@@ Property / OpenAlex ID: W1977881779 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1881412