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
We introduce new shape-constrained classes of distribution functions on , the bi--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 -concave density has a bi--concave distribution function for .
Confidence bands building on existing nonparametric confidence bands, but accounting for the shape constraint of bi--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--concavity and finiteness of the Csörgő–Révész constant of 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,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-凹密度有一个双-凹分布函数为了.
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这在分位数过程理论中起着重要作用。