Bi-s^*-concave distributions

arXiv1705.00252MaRDI QIDQ6286103FDOQ6286103

Authors: Nilanjana Laha, Jon A. Wellner 

Publication date: 29 April 2017

Abstract: We introduce a new shape-constrained class of distribution functions on R, the bi-$s^{*}$-concave class. In parallel to results of D"umbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution functions, we show that every s-concave density f has a bi-$s^{*}$-concave distribution function $F$ and that every bi-$s^{*}$-concave distribution function satisfies $gamma(F)le1/(1+s)$ where finiteness of ${\displaystyle }$ gamma (F) equiv sup_{x} F(x) (1-F(x)) frac{| f' (x)|}{f^2 (x)}, ${\displaystyle }$ the Cs"orgH{o} - R'ev'esz constant of F, plays an important role in the theory of quantile processes on $R$.

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15)

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