A uniform limit theorem for predictive distributions

DOI10.1016/S0167-7152(01)00089-XzbMATH Open1023.60033OpenAlexW2058250753MaRDI QIDQ1612977FDOQ1612977

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

Recommendations

• Asymptotics of predictive distributions
• Finitely additive uniform limit theorems
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• On Uniform Versions of the Strong Law of Large Numbers

zbMATH Keywords

empirical distributionpredictive distributionalmost sure uniform convergence

Mathematics Subject Classification ID

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

Cites Work

• The Well-Calibrated Bayesian
• Convergence of stochastic processes
• Title not available (Why is that?)
• Stability of sums of weighted nonnegative random variables
• A Glivenko-Cantelli theorem for exchangeable random variables
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Universal schemes for prediction, gambling and portfolio selection
• Local Convergence of Martingales and the Law of Large Numbers
• Correction to: Universal prediction schemes
• Well-calibrated, coherent forecasting systems
• Title not available (Why is that?)
• A note on the empirical distribution of dependent random variables
• A new stochastic approximation procedure using quantile curves

Cited In (7)

• Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
• Title not available (Why is that?)
• 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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