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

DOI10.1016/0304-4149(81)90033-8MaRDI QIDQ1151663zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3126035 (Why is no real title available?)
• scientific article; zbMATH DE number 3135389 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• Convergence de la répartition empirique vers la répartition théorique
• Convergence of Baire measures
• Distances of Probability Measures and Random Variables
• The Speed of Mean Glivenko-Cantelli Convergence
• The weighted empirical process of row independent random variables with arbitrary distribution functions

Cited in

(7)

• Size-biased permutation of a finite sequence with independent and identically distributed terms
• 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
• Joint estimation of the mean and error distribution in generalized linear models
• 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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