Limit Theorems for Quantile and Depth Regions for Stochastic Processes (Q2954047): Difference between revisions

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+https://doi.org/10.1007/978-3-319-40519-3_11
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+W2522415038
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+The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
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+On data depth in infinite dimensional spaces
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+Uniform Central Limit Theorems
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+Q3145542
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+Concerns with functional depth
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+Empirical Quantile CLTs for Time-dependent Data
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+Empirical quantile central limit theorems for some self-similar processes
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+Half-region depth for stochastic processes
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+Convergence of quantile and depth regions
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+A CLT for empirical processes involving time-dependent data
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+Halfplane trimming for bivariate distributions
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+Asymptotics for the Tukey median
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+On min-max majority and deepest points
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+Weak convergence of the scaled median of independent Brownian motions
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+Fluctuations of the empirical quantiles of independent Brownian motions
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+The Generic Chaining
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+Functional central limit theorems for processes with positive drift and their inverses
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+General notions of statistical depth function.
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+Structural properties and convergence results for contours of sample statistical depth functions.
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+Publication:2954047