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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:20120427T150000Z
DTEND:20120427T160000Z
UID:TALK37391@talks.cam.ac.uk
CONTACT:Richard Samworth
DESCRIPTION:We provide a representation of the maximal difference between\
 na standard Brownian bridge and its concave majorant on the unit interval\
 ,\nfrom which we deduce expressions for the distribution and density funct
 ions\nand moments of this difference. This maximal difference has an appli
 cation\nin nonparametric statistics\, where it arises in\ntesting monotoni
 city of a density or regression curve.
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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