Year: 2017
Type: preprint
Abstract: We introduce a new shape-constrained class of distribution functions on R, the bi-$s^*$-concave class. In parallel to results of Dümbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution functions, we show that every s-concave density f has a bi-$s^*$-concave distribution function $F$ and that every bi-$s^*$-concave distribution function satisfies $γ(F) \le 1/(1+s)$ where finiteness of $$ γ(F) \equiv \sup_{x} F(x) (1-F(x)) \frac{| f' (x)|}{f^2 (x)}, $$ the Csörgő - Révész constant of F, plays an important role in the theory of quantile processes on $R$.
Source: arXiv (Cornell University)
Authors: Laha, Nilanjana, Wellner, Jon A.
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4287761483