On the distance between the empirical process and its concave majorant in a monotone regression framework

DOI10.1016/S0764-4442(01)02009-2zbMath1006.62078MaRDI QIDQ2745755

Cécile Durot, Anne-Sophie Tocquet

Publication date: 10 March 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionempirical processleast concave majorant

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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