Pages that link to "Item:Q1056471"
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The following pages link to The concave majorant of Brownian motion (Q1056471):
Displaying 35 items.
- Concave majorant of stochastic processes and Burgers turbulence (Q430969) (← links)
- The convex minorant of a Lévy process (Q439880) (← links)
- The distribution of the maximal difference between a Brownian bridge and its concave majorant (Q637112) (← links)
- The greatest convex minorant of Brownian motion, meander, and bridge (Q714952) (← links)
- Distribution of global measures of deviation between the empirical distribution function and its concave majorant (Q927247) (← links)
- Sunset over Brownistan (Q1185783) (← links)
- Decomposing the Brownian path via the range process (Q1346156) (← links)
- Asymptotic theory for nonparametric estimation of survival curves under order restrictions (Q1354404) (← links)
- The Bohnenblust-Spitzer algorithm and its applications (Q1612308) (← links)
- Adaptive estimation of planar convex sets (Q1650068) (← links)
- Some developments in the theory of shape constrained inference (Q1730897) (← links)
- Limit theory in monotone function estimation (Q1730902) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Testing uniformity versus a monotone density (Q1807166) (← links)
- Likelihood ratio tests for monotone functions. (Q1848921) (← links)
- Marginal densities of the least concave majorant of Brownian motion. (Q1848923) (← links)
- Risk bounds in isotonic regression (Q1848948) (← links)
- Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (Q1881412) (← links)
- Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals (Q1894853) (← links)
- Statistical properties of shocks in Burgers turbulence (Q1912590) (← links)
- Limit distribution theory for block estimators in multiple isotonic regression (Q1996768) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- Markovian structure in the concave majorant of Brownian motion (Q2144338) (← links)
- Convergence of linear functionals of the Grenander estimator under misspecification (Q2249843) (← links)
- A conversation with Piet Groeneboom (Q2325624) (← links)
- A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes (Q2391871) (← links)
- Testing monotonicity of a hazard: asymptotic distribution theory (Q2435230) (← links)
- Lipschitz minorants of Brownian motion and Lévy processes (Q2447300) (← links)
- On risk bounds in isotonic and other shape restricted regression problems (Q2515496) (← links)
- On the convex hull of a Brownian excursion with parabolic drift. (Q2574575) (← links)
- Zeros of random tropical polynomials, random polygons and stick-breaking (Q2796091) (← links)
- Convex Hulls of Uniform Samples from a Convex Polygon (Q2898908) (← links)
- The limiting shape of a full mailbox (Q2954462) (← links)
- Concave Majorants of Random Walks and Related Poisson Processes (Q3103619) (← links)
- Isotonic regression discontinuity designs (Q6163242) (← links)