Weak convergence and Glivenko-Cantelli results for empirical processes of u-statistic structure
Wilhelm Schneemeier
Stochastic Processes and their Applications, 1989, vol. 33, issue 2, 325-334
Abstract:
Empirical processes of U-statistic structure indexed by Vapnik-Chervonenkis classes of sets are studied for independent, but not necessarily identically distributed observations. Glivenko-Cantelli and weak convergence results are obtained by using a representation of these processes as an average of certain empirical processes. This generalizes a theorem of Helmers, Janssen and Serfling (1985) and includes the corresponding results for the empirical process.
Keywords: empirical; process; U-statistic; b-convergence; pseudo-metric; *; Vapnik-Chervonenkis; classes; of; sets (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(89)90046-X
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:33:y:1989:i:2:p:325-334
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().