Vertices of the least concave majorant of Brownian motion with parabolic drift
From MaRDI portal
(Redirected from Publication:428582)
Recommendations
- Two-sided Brownian motion with quadratic drift and its least concave majorant
- The maximum of Brownian motion with parabolic drift (extended abstract)
- The limit process of the difference between the empirical distribution function and its concave majorant
- Marginal densities of the least concave majorant of Brownian motion.
- Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
Cited in
(15)- On the location of the maximum of a continuous stochastic process
- Two-sided Brownian motion with quadratic drift and its least concave majorant
- Chernoff's density is log-concave
- Some developments in the theory of shape constrained inference
- Marginal densities of the least concave majorant of Brownian motion.
- On the distance between the empirical process and its concave majorant in a monotone regression framework
- The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
- scientific article; zbMATH DE number 3919501 (Why is no real title available?)
- 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
This page was built for publication: Vertices of the least concave majorant of Brownian motion with parabolic drift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428582)