Related papers: Bi-$s^*$-Concave Distributions

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,…

Nonparametric statistics for distribution functions F or densities f=F' under qualitative shape constraints provides an interesting alternative to classical parametric or entirely nonparametric approaches. We contribute to this area by…

In this paper, we study the approximation and estimation of $s$-concave densities via R\'enyi divergence. We first show that the approximation of a probability measure $Q$ by an $s$-concave densities exists and is unique via the procedure…

Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

The functionals on an ordered semigroup S in the category Cu--a category to which the Cuntz semigroup of a C*-algebra naturally belongs--are investigated. After appending a new axiom to the category Cu, it is shown that the "realification"…

Log-concave distributions are an attractive choice for modeling and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions and thus is a rich and flexible…

We prove new entropy inequalities for log concave and s-concave functions that strengthen and generalize recently established reverse log Sobolev and Poincare inequalities for such functions. This leads naturally to the concept of…

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

In the past several subclasses of starlike functions are defined involving real part and modulus of certain expressions of functions under study, combined by way of an inequality. In the similar fashion, we introduce a new class…

Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather than on the joint distribution function. It is shown that…

Schuermann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras. Quantum stochastic…

We provide sufficient conditions under which the center-outward distribution and quantile functions introduced in Chernozhukov et al.~(2017) and Hallin~(2017) are homeomorphisms, thereby extending a recent result by Figalli \cite{Fi2}. Our…

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

In this note, we show that the convolution of a discrete symmetric log-concave distribution and a discrete symmetric bimodal distribution can have any strictly positive number of modes. A similar result is proved for smooth distributions.

We deal with different kinds of generalizations of $\mathcal{S}^*(\psi)$, the class of Ma-Minda starlike functions, in addition to a majorization result of $\mathcal{C}(\psi),$ the class of Ma-Minda convex functions, which are enlisted as…

Kiefer and Wolfowitz [Z. Wahrsch. Verw. Gebiete 34 (1976) 73--85] showed that if $F$ is a strictly curved concave distribution function (corresponding to a strictly monotone density $f$), then the Maximum Likelihood Estimator $\hat{F}_n$,…

We review the properties of transversality of distributions with respect to submersions. This allows us to construct a convolution product for a large class of distributions on Lie groupoids. We get a unital involutive algebra…

Unimodal univariate distributions can be characterized as piecewise convex-concave cumulative distribution functions. In this note we transfer this shape constraint characterization to the quantile function. We show that this…