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Bi-s∗-concave distributions
Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2021-03-13 , DOI: 10.1016/j.jspi.2021.03.001
Nilanjana Laha 1 , Zhen Miao 2 , Jon A Wellner 2
Affiliation  

We introduce new shape-constrained classes of distribution functions on R, the bi-s-concave classes. In parallel to results of Dümbgen et al. (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 for ss(s+1).

Confidence bands building on existing nonparametric confidence bands, but accounting for the shape constraint of bi-s-concavity, are also considered. The new bands extend those developed by Dümbgen et al. (2017) for the constraint of bi-log-concavity. We also make connections between bi-s-concavity and finiteness of the Csörgő–Révész constant of F which plays an important role in the theory of quantile processes.



中文翻译:

双 s∗ 凹分布

我们引入了新的形状约束分布函数类R,双-凹类。与 Dümbgen 等人的结果平行。(2017) 对于他们所谓的双对数凹分布函数类,我们表明每个-凹密度F有一个双-凹分布函数F为了(+1个).

置信带建立在现有的非参数置信带之上,但考虑了双向的形状约束-凹性,也被考虑在内。新频段扩展了 Dümbgen 等人开发的频段。(2017) 用于双对数凹性的约束。我们还建立了双-Csörgő–Révész 常数的凹性和有限性F这在分位数过程理论中起着重要作用。

更新日期:2021-03-23
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