A canonical process for estimation of convex functions: The "invelope" of integrated Brownian motion +t4

Annals of Statistics

Volumn 29, Issue 6, 2001, Pages 1620-1652

  Groeneboom, Piet ^a   Jongbloed, Geurt ^b   Wellner, Jon A ^c  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b VU UNIVERSITY MEDICAL CENTER   (Netherlands)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Convex function; Estimation; Gaussian process; Integrated brownian motion; Least squares

Indexed keywords

EID: 0035528156     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015345957     Document Type: Article

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