Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence

DOI10.17654/TS060020041MaRDI QIDQ5036036zbMATH OpenFDO

Authors Harouna Sangare, Gane Samb Lo, Mamadou Traore

Publication date 23 February 2022

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.03625

zbMATH Keywords

stationarityassociationstrong law of large numbersentropy number\(\phi\)-mixingGlivenko--Cantelli class

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Abstract: Using a general strong law of large number proved by Sangar'e and Lo (2015) and the entropy numbers, we provide functional Glivenko-Cantelli (GC) classes for arbitrary stationary real-valued random variables (rrv's). Next, the general results are particularized for different types of dependence (association, $phi$-mixing, in particular) and compared with available results in the literature.

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Cited in

(1)

• Uniform and universal Glivenko-Cantelli classes

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