The limit process of the difference between the empirical distribution function and its concave majorant

DOI10.1016/J.SPL.2006.04.026zbMATH Open1106.60034OpenAlexW2101276010MaRDI QIDQ2432783FDOQ2432783

Authors: Vladimir N. Kulikov, Hendrik P. Lopuhaä 

Publication date: 25 October 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.026

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zbMATH Keywords

empirical distribution functionleast concave majorantmonotone densityBrownian motion with parabolic driftisotonic estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Convergence of stochastic processes
• Asymptotically minimax estimation of concave and convex distribution functions
• The limit distribution of the concave majorant of an empirical distribution function
• Asymptotic normality of the \(L_1\) error of the Grenander estimator
• On the distance between the empirical process and its concave majorant in a monotone regression framework. (Sur la distance entre le processus empirique et son majorant concave dans un modèle de régression monotone)

Cited In (12)

• Improved inference for vaccine-induced immune responses via shape-constrained methods
• Limit theory in monotone function estimation
• On the distance between the empirical process and its concave majorant in a monotone regression framework
• Vertices of the least concave majorant of Brownian motion with parabolic drift
• The distance between a naive cumulative estimator and its least concave majorant
• The distribution of the maximal difference between a Brownian bridge and its concave majorant
• Asymptotic shape of the concave majorant of a Lévy process
• A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation
• Distribution of global measures of deviation between the empirical distribution function and its concave majorant
• On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments
• On the distance between the empirical process and its concave majorant in a monotone regression framework. (Sur la distance entre le processus empirique et son majorant concave dans un modèle de régression monotone)
• \(M\)-estimators for isotonic regression

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