A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables

DOI10.1016/0304-4149(81)90033-8zbMATH Open0458.60023OpenAlexW2012572027MaRDI QIDQ1151663FDOQ1151663

Authors: Jon A. Wellner 

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(81)90033-8

zbMATH Keywords

Prohorov metricempirical measuresGlivenko-Cantelli theorembounded- dual-Lipschitz metric

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Strong limit theorems (60F15)

Cites Work

• The Speed of Mean Glivenko-Cantelli Convergence
• Title not available (Why is that?)
• The weighted empirical process of row independent random variables with arbitrary distribution functions
• Title not available (Why is that?)
• Convergence de la répartition empirique vers la répartition théorique
• Distances of Probability Measures and Random Variables
• Title not available (Why is that?)
• Convergence of Baire measures

Cited In (7)

• Size-biased permutation of a finite sequence with independent and identically distributed terms
• Joint Estimation of the Mean and Error Distribution in Generalized Linear Models
• Pathwise McKean-Vlasov theory with additive noise
• On the value of a time-inconsistent mean-field zero-sum Dynkin game
• A many-server functional strong law for a non-stationary loss model
• Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap
• Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case

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