On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
type: Item
instance of: scholarly article
title: On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
zbMATH Open document ID: 1428.60116
author: Dietmar Ferger
published in: Statistics \& Probability Letters
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6839466
zbMATH Keywords: maximum and maximizer of Brownian bridge
zbMATH Keywords: tied down sums
zbMATH Keywords: change-point analysis
zbMATH Keywords: random weights
MaRDI profile type: Publication
full work available at URL: j.spl.2017.10.008
OpenAlex ID: W2766346531
cites work: Q5560061
cites work: Q3794956
cites work: Q4348180
cites work: The joint distribution of the running maximum and its location of D-valued Markov processes
cites work: Analysis of change-point estimators under the null hypothesis
cites work: The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
cites work: Foundations of Modern Probability
DOI: 10.1016/J.SPL.2017.10.008
description: scientific article; zbMATH DE number 6839466