A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences (Q1326313): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q110813164, #quickstatements; #temporary_batch_1705502051474 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q110813164 / rank | |||
Normal rank |
Revision as of 16:40, 17 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences |
scientific article |
Statements
A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences (English)
0 references
18 May 1994
0 references
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.
0 references
notions of positive dependence
0 references
Hoeffding's equality
0 references
Glivenko-Cantelli lemma
0 references
weak convergence for empirical processes
0 references