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

DOI10.17654/TS060020041zbMATH Open1490.60076arXiv1907.03625MaRDI QIDQ5036036FDOQ5036036

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)

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.

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

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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)

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Cited In (1)

• Uniform and universal Glivenko-Cantelli classes

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