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The limit process of the difference between the empirical distribution function and its concave majorant AbstractWe consider the process $\hat F_n-F_n$, being the difference between the empirical distribution function $F_n$ and its least concave majorant $\hat F_n$, corresponding to a sample from a decreasing density. We extent Wang's result on pointwise convergence of $\hat F_n-F_n$ and prove that this difference converges as a process in distribution to the corresponding process for two-sided Brownian motion with parabolic drift.
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