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

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  • Wang, Yazhen

Abstract

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

Suggested Citation

  • Wang, Yazhen, 1994. "The limit distribution of the concave majorant of an empirical distribution function," Statistics & Probability Letters, Elsevier, vol. 20(1), pages 81-84, May.
    • Handle: RePEc:eee:stapro:v:20:y:1994:i:1:p:81-84
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    Citations

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    Cited by:

    1. Vladimir N. Kulikov & Hendrik P. Lopuhaä, 2008. "Distribution of Global Measures of Deviation Between the Empirical Distribution Function and Its Concave Majorant," Journal of Theoretical Probability, Springer, vol. 21(2), pages 356-377, June.
    2. Kulikov, Vladimir N. & Lopuhaä, Hendrik P., 2006. "The limit process of the difference between the empirical distribution function and its concave majorant," Statistics & Probability Letters, Elsevier, vol. 76(16), pages 1781-1786, October.
    3. Lopuhaä, Hendrik P. & Musta, Eni, 2018. "The distance between a naive cumulative estimator and its least concave majorant," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 119-128.

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