Vertices of the least concave majorant of Brownian motion with parabolic drift

DOI10.1214/EJP.v16-959zbMath1246.60106OpenAlexW2951238924MaRDI QIDQ428582

Piet Groeneboom

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v16-959

zbMATH Keywords

Brownian motionGrenander estimatorjump processesAiry functionsconcave majorantnumber of verticesparabolic drift

Mathematics Subject Classification ID

Brownian motion (60J65)

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Convex Hulls of Uniform Samples from a Convex Polygon ⋮ Testing monotonicity of a hazard: asymptotic distribution theory ⋮ Chernoff's density is log-concave ⋮ Chernoff's distribution and differential equations of parabolic and Airy type ⋮ Some developments in the theory of shape constrained inference ⋮ On the Location of the Maximum of a Continuous Stochastic Process ⋮ The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators ⋮ Likelihood Ratio Type Two-Sample Tests for Current Status Data

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