Marginal densities of the least concave majorant of Brownian motion.

DOI10.1214/aos/1015345960zbMath1044.60072OpenAlexW1529503733MaRDI QIDQ1848923

Chris Carolan, Richard L. Dykstra

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015345960

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Brownian motion (60J65)

Related Items (7)

Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction ⋮ The least concave majorant of the empirical distribution function ⋮ Markovian structure in the concave majorant of Brownian motion ⋮ Lipschitz minorants of Brownian motion and Lévy processes ⋮ Some developments in the theory of shape constrained inference ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ Distribution-free properties of isotonic regression

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