Answers are grounded in this paper and cite their sources.
A distribution that arises in problems of estimation of monotone functions is that of the location of the maximum of two-sided Brownian motion minus a parabola. Using results from the � rst author’s earlier work, we present algorithms and programs for computation of this distribution and its quantiles. We also present some comparisons with earlier computations and simulations.
No takes yet. Share an insight, caveat, or question.
Groeneboom et al. (2001) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: