The limit distribution of the concave majorant of an empirical distribution function

Yazhen Wang

Statistics & Probability Letters, 1994, vol. 20, issue 1, 81-84

Abstract: The limit distribution of the difference between the empirical distribution and its least concave majorant at a fixed point is derived.

Keywords: Least; concave; majorant; Greatest; convex; minorant; Strong; approximation; Brownian; motion (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (3)

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