A note on the empirical distribution of dependent random variables

Statistics and Probability Letters

Volumn 34, Issue 4, 1997, Pages 337-340

  Hanson, D L ^a   Li, Gang ^b  

^a BINGHAMTON UNIVERSITY   (United States)

^b ACER/EXCEL Inc   (United States)

Author keywords

Adapted stochastic sequence; Empirical distribution; Glivenko Cantelli theorem

Indexed keywords

EID: 0031575134     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(96)00198-8     Document Type: Article

References (9)

1. Cantelli, F.P. (1933), Sulla determinazione empirica delle leggi di probabilia, Liorn. Ist. Ital. Attuari. 4, 421-424.
2. Chung, K.L. (1974), A Course in Probability Theory (Academic Press, New York, 2nd ed.).
3. Gaenssler, P. and W. Stute (1979), Empirical processes: a survey of results for independent and identically distributed random variables, Ann. Probab. 7, 193-243.
4. Glivenko, V.I. (1933), Sulla determinazione empirica della legge di probabilia, Liorn. Ist. Ital. Attuari. 4, 92-99.
5. Hanson, D.L. and G. Li (1990), Some results on empirical distribution of dependent random variables, manuscript.
6. Hanson, D.L. and R. Russo (1981), A new stochastic approximation procedure using quantile curves, Z. Wahrshein Verw. Gebiete, 56, 145-162.
7. Hanson, D.L. and R.P. Russo (1986), Stochastic approximation for functionals, IMS Lecture Notes - Monograph Series, Vol. 8: Adaptive Statistical Procedures and Related Topics, 237-252.
8. Kolmogorov, A.N. (1933), Sulla determinazione empirica di una legge di distribuzione, Liorn. Ist. Ital. Attuari. 4, 83-91.
9. Stout, W.F. (1974), Almost Sure Convergence (Academic Press, New York).