Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
Statistics Theory
2020-10-19 v5 Statistics Theory
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, -mixing, in particular) and compared with available results in the literature.
Cite
@article{arxiv.1907.03625,
title = {Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence},
author = {Harouna Sangaré and Gane Samb Lo and Mamadou Cherif Moctar Traoré},
journal= {arXiv preprint arXiv:1907.03625},
year = {2020}
}