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arXiv · 1705.00252

Bi-$s^*$-concave distributions

Nilanjana Laha·Jon A. Wellner
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Abstract

We introduce a new shape-constrained class of distribution functions on R, the bi-$s^*$-concave class. In parallel to results of D\"umbgen, 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 $\gamma (F) \le 1/(1+s)$ where finiteness of $$ \gamma (F) \equiv \sup_{x} F(x) (1-F(x)) \frac{| f' (x)|}{f^2 (x)}, $$ the Cs\"org\H{o} - R\'ev\'esz constant of F, plays an important role in the theory of quantile processes on $R$.

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Nilanjana Laha, Jon A. Wellner. 2017-04-29. Bi-$s^*$-concave distributions. https://arxiv.org/abs/1705.00252

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