Vertices of the least concave majorant of Brownian motion with parabolic drift

DOI10.1214/EJP.V16-959zbMATH Open1246.60106OpenAlexW2951238924MaRDI QIDQ428582FDOQ428582

Authors: Piet Groeneboom 

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v16-959

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zbMATH Keywords

Brownian motionjump processesAiry functionsGrenander estimatorconcave majorantnumber of verticesparabolic drift

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (15)

• Chernoff's density is log-concave
• Some developments in the theory of shape constrained inference
• On the distance between the empirical process and its concave majorant in a monotone regression framework
• Marginal densities of the least concave majorant of Brownian motion.
• The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
• Title not available (Why is that?)
• Asymptotic of the number of false change points of the fused lasso signal approximator
• Likelihood Ratio Type Two-Sample Tests for Current Status Data
• Markovian structure in the concave majorant of Brownian motion
• Convex hulls of uniform samples from a convex polygon
• Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
• Chernoff's distribution and differential equations of parabolic and Airy type
• Testing monotonicity of a hazard: asymptotic distribution theory
• On the location of the maximum of a continuous stochastic process
• Two-sided Brownian motion with quadratic drift and its least concave majorant

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