On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach

Benedikt Pötscher and Ingmar Prucha

No 85, NBER Technical Working Papers from National Bureau of Economic Research, Inc

Abstract: The paper develops a general framework for the formulation of generic uniform laws of large numbers. In particular, we introduce a basic generic uniform law of large numbers that contains recent uniform laws of large numbers by Andrews [2] and Hoadley [7J as special cases. We also develop a truncation approach .that makes it possible to obtain uniform laws of large numbers for the functions under consideration from uniform laws of large numbers for truncated versions of those functions. The point of the truncation approach is that uniform laws of large numbers for the truncated versions are typically easier to obtain. By combining the basic uniform law of large numbers and the truncation approach we also derive generalizations of recent uniform laws of large numbers introduced in Potscher and Prucha [13, l5].

JEL-codes: C (search for similar items in EconPapers)
Date: 1994-04
Note: PR
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Published as Statistics, vo. 25, (1994), pp. 343-360

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