Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics (Q1094746): Difference between revisions

We study a nonclassical form of empirical df \(H_ n\) which is of U- statistic structure and extend to \(H_ n\) the classical exponential probability inequalities and Glivenko-Cantelli convergence properties known for the usual empirical df. An important class of statistics is given by \(T(H_ n)\), where T(.) is a generalized form of L-functional. For such statistics we prove almost sure convergence using an approach which separates the functional-analytic and stochastic components of the problem and handle the latter component by application of Glivenko- Cantelli type properties. Classical results for U-statistics and L- statistics are obtained as special cases without addition of unnecessary restrictions. Many important new types of statistics of current interest are covered as well by our result.