[Statlist] Next talk: Friday, November 19, 2010 with Fadoua Balabdaoui (Université Paris Dauphine)

[Susanne Kaiser-Heinzmann]

ETH and University of Zurich

Proff. L. Held - H.R. Kuensch - M. Maathuis - S. van de Geer

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We are glad to announce the following talk

*Friday, November 19,  2010,  15.15h  ETH Zurich HG G 19.1*
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with *Fadoua Balabdaoui * (Université Paris Dauphine)


Title:
*Distribution of the maximal difference between a Brownian bridge and 
its concave majorant*

Abstract:
We provide a representation of the maximal difference between a standard 
Brownian bridge and its concave majorant on the unit interval, from 
which we deduce expressions for the distribution and density functions 
and moments of this difference. This maximal difference has an 
application in nonparametric statistics where it arises in testing 
monotonicity of a density or regression curve.

This abstract is also to be found under the following link:
http://stat.ethz.ch/talks/research_seminar

-- 
ETH Zürich
Seminar für Statistik
Cecilia Rey-Lutz, HG G10.3
Rämistrasse 101                    CH-8092 Zurich
mail: rey at stat.math.ethz.ch
phone: +41 44 632 3438/fax: +41 44 632 1228

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