A uniform limit theorem for predictive distributions

DOI10.1016/S0167-7152(01)00089-XMaRDI QIDQ1612977zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Pietro Rigo

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00089-x

zbMATH Keywords

empirical distributionpredictive distributionalmost sure uniform convergence

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Strong limit theorems (60F15)

Recommendations

• Asymptotics of predictive distributions
• Finitely additive uniform limit theorems
• Asymptotic predictive inference with exchangeable data
• Rate of convergence of predictive distributions for dependent data
• On Uniform Versions of the Strong Law of Large Numbers

Cites work

• scientific article; zbMATH DE number 4129849 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• A Glivenko-Cantelli theorem for exchangeable random variables
• A new stochastic approximation procedure using quantile curves
• A note on the empirical distribution of dependent random variables
• Convergence of stochastic processes
• Correction to: Universal prediction schemes
• Local Convergence of Martingales and the Law of Large Numbers
• Stability of sums of weighted nonnegative random variables
• The Well-Calibrated Bayesian
• Universal schemes for prediction, gambling and portfolio selection
• Well-calibrated, coherent forecasting systems

Cited in

(7)

• Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
• scientific article; zbMATH DE number 1405950 (Why is no real title available?)
• Limit theorems for a class of identically distributed random variables.
• Asymptotics of predictive distributions
• Rate of convergence of predictive distributions for dependent data
• Asymptotic predictive inference with exchangeable data
• Finitely additive uniform limit theorems

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