On the distance between the empirical process and its concave majorant in a monotone regression framework. (Sur la distance entre le processus empirique et son majorant concave dans un modèle de régression monotone)

DOI10.1016/S0246-0203(02)00013-4zbMath1010.62032OpenAlexW1520725687MaRDI QIDQ1868118

Publication date: 27 April 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_2_217_0

zbMATH Keywords

Brownian motion central limit theorem isotonic regression least concave majorant parabolic drift

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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