Rates of convergence for classes of functions: The non-i.i.d. case

J. E. Yukich

Journal of Multivariate Analysis, 1986, vol. 20, issue 2, 175-189

Abstract: Let Xi, i >= 1, be a sequence of [phi]-mixing random variables with values in a sample space (X, A). Let L(Xi) = P(i) for all i >= 1 and let n, n >= 1, be classes of real-valued measurable functions on (X, A). Given any function g on (X, A), let Sn(g) = [Sigma]i = 1n {g(Xi) - Eg(Xi)}. Under weak metric entropy conditions on n and under growth conditions on both the mixing coefficients and the maximal variance V := V(n) := maxi

Keywords: [phi]-mixing; random; variables; metric; entropy; chaining; techniques; Ottaviani; maximal; inequality; blocking; techniques (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (4)

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