The least concave majorant of the empirical distribution function

DOI10.2307/3315954zbMath1012.62052MaRDI QIDQ4801376

Christopher A. Carolan

Publication date: 24 June 2003

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315954

zbMATH Keywords

Brownian motion; empirical distribution function; least concave majorant; monotone density

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

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Cites Work

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• The limit distribution of the concave majorant of an empirical distribution function
• Marginal densities of the least concave majorant of Brownian motion.
• Table for the asymptotic distribution of univariate mode estimators
• The distribution of the argmax of two-sided brownian motion with quadratic drift
• Asymptotic behavior of the grenander estimator at density flat regions