Two-sided Brownian motion with quadratic drift and its least concave majorant

DOI10.1080/10629360600867384zbMath1132.60021OpenAlexW1983656534MaRDI QIDQ5425731

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Publication date: 14 November 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600867384

zbMATH Keywords

greatest convex minorantmonotone densityconcave distribution functionabsolute drift

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• The asymptotic behavior of monotone regression estimates
• Asymptotic distributions of slope-of-greatest-convex-minorant estimators
• The limit distribution of the concave majorant of an empirical distribution function
• Estimation of the mode
• Table for the asymptotic distribution of univariate mode estimators
• The distribution of the argmax of two-sided brownian motion with quadratic drift
• On Estimation of the Mode

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