Half-region depth for stochastic processes

DOI10.1016/J.JMVA.2015.07.012zbMath1339.60032arXiv1401.5817OpenAlexW1650514918MaRDI QIDQ893170

James Kuelbs, Joel Zinn

Publication date: 13 November 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.5817

zbMATH Keywords

consistencyBrownian motionempirical processescentral limit theoremssymmetric stable processeshalf-region depth

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Brownian motion (60J65) General theory of stochastic processes (60G07) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Half-region depth for stochastic processes ⋮ Depth and outliers for samples of sets and random sets distributions ⋮ Limit Theorems for Quantile and Depth Regions for Stochastic Processes ⋮ On a general definition of depth for functional data ⋮ The deepest point for distributions in infinite dimensional spaces

Cites Work

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• Concerns with functional depth
• Integrability of Infinite Sums of Independent Vector-Valued Random Variables
• Some Exponential Moments of Sums of Independent Random Variables
• Uniform Central Limit Theorems
• Sums of independent Banach space valued random variables

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