Limit Theorems for Quantile and Depth Regions for Stochastic Processes

DOI10.1007/978-3-319-40519-3_11zbMath1355.60039OpenAlexW2522415038MaRDI QIDQ2954047

James Kuelbs, Joel Zinn

Publication date: 11 January 2017

Published in: High Dimensional Probability VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-40519-3_11

zbMATH Keywords

limit theoremsdepth regionquantile region

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Convergence of quantile and depth regions

Cites Work

• Unnamed Item
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• General notions of statistical depth function.
• Structural properties and convergence results for contours of sample statistical depth functions.
• A CLT for empirical processes involving time-dependent data
• On min-max majority and deepest points
• Empirical quantile central limit theorems for some self-similar processes
• Weak convergence of the scaled median of independent Brownian motions
• Empirical Quantile CLTs for Time-dependent Data
• Concerns with functional depth
• Uniform Central Limit Theorems
• The Generic Chaining
• Functional central limit theorems for processes with positive drift and their inverses

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