A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences (Q1326313): Difference between revisions
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Revision as of 03:57, 5 March 2024
scientific article
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English | A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences |
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A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences (English)
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18 May 1994
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With the help of an extension of Hoeffding's equality, we develop a way for estimating the covariance structures for empirical functions of associated sequences in terms of covariances of the original random variables. Based on these estimations, a Glivenko-Cantelli lemma for associated sequences and weak convergence for empirical processes of stationary associated sequences are obtained, all under the conditions on covariances of the original random variables.
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notions of positive dependence
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Hoeffding's equality
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Glivenko-Cantelli lemma
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weak convergence for empirical processes
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