Fechner’s Distribution and Connections to Skew Brownian Motion

DOI10.1007/978-3-319-40519-3_9zbMath1356.62026OpenAlexW2521319293MaRDI QIDQ2954045

Jon A. Wellner

Publication date: 11 January 2017

Published in: High Dimensional Probability VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-40519-3_9

zbMATH Keywords

meanmedianlocal timequantilesmodeskewed Brownian motionoscillating Brownian motionFechner's lawpieced half normal

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Brownian motion (60J65)

Related Items (1)

One-dimensional heat equation with discontinuous conductance

Cites Work

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• Oscillating Brownian motion
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• THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES
• Advection-dispersion across interfaces

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