Preservation theorems for Glivenko-Cantelli and uniform Glivenko-Cantelli classes (Q4524739)

Main result. Suppose that \({\mathcal F}_1, \dots, {\mathcal F}_k\) are \(P\)-Glivenko-Cantelli classes of functions on a probability space \((\Omega, {\mathcal A},P)\) and that \(\varphi: \mathbb{R}^k\to \mathbb{R}\) is continuous. Then the new class of functions \(\varphi({\mathcal F}_1, \dots, {\mathcal F}_k)\) is again Glivenko-Cantelli provided that it has an integrable envelope function. The authors give applications of this result to consistency of the nonparametric maximum likelihood estimation in a model for ``mixed case'' interval censoring. For the entire collection see [Zbl 0948.00040].