Empirical Quantile CLTs for Time-dependent Data

DOI10.1007/978-3-0348-0490-5_11zbMath1271.60037arXiv1111.4591OpenAlexW1834397353MaRDI QIDQ2840337

Joel Zinn, James Kuelbs

Publication date: 18 July 2013

Published in: Progress in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.4591

zbMATH Keywords

empirical processescentral limit theorem (CLT)empirical quantile processes

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 (7)

The quarter median ⋮ Convergence of quantile and depth regions ⋮ Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions ⋮ Half-region depth for stochastic processes ⋮ Limit Theorems for Quantile and Depth Regions for Stochastic Processes ⋮ Bahadur-Kiefer representations for time dependent quantile processes ⋮ Empirical quantile central limit theorems for some self-similar processes

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