Distribution of global measures of deviation between the empirical distribution function and its concave majorant

Journal of Theoretical Probability

Volumn 21, Issue 2, 2008, Pages 356-377

  Kulikov, Vladimir N ^a   Lopuhaä, Hendrik P ^b  

^a ING Group   (Netherlands)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Brownian motion with parabolic drift; Central limit theorem; Empirical process; L k distance; Least concave majorant

Indexed keywords

EID: 42349091972     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-007-0103-0     Document Type: Article

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