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SUMMARY:The distribution of the maximal difference between a Brownian brid
 ge and its concave majorant - Fadoua Balabdaoui\, Université Paris Dauphi
 ne
DTSTART:20111021T150000Z
DTEND:20111021T160000Z
UID:TALK33346@talks.cam.ac.uk
CONTACT:Richard Samworth
DESCRIPTION:We provide a representation of the maximal difference between 
 a\nstandard Brownian bridge and its concave majorant on the unit interval\
 , from\nwhich we deduce expressions for the distribution and density funct
 ions and\nmoments of this difference. This maximal difference has an appli
 cation in\nnonparametric statistics where it arises in testing monotonicit
 y of a\ndensity or regression curve.\n
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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