Chernoff's density is log-concave

DOI10.3150/12-BEJ483zbMath1294.60100arXiv1203.0828WikidataQ38863667 ScholiaQ38863667MaRDI QIDQ2444665

Fadoua Balabdaoui, Jon A. Wellner

Publication date: 10 April 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0828

zbMATH Keywords

log-concavityAiry functionstwo-sided Brownian motionChernoff's density

Mathematics Subject Classification ID

Brownian motion (60J65) Distribution theory (60E99)

Related Items

Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, A law of the iterated logarithm for Grenander's estimator, Global rates of convergence of the MLE for multivariate interval censoring, Chernoff's density is log-concave, On location mixtures with Pólya frequency components, Log-concavity and strong log-concavity: a review, On convex least squares estimation when the truth is linear

Uses Software

• DLMF

Cites Work

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