A uniform limit theorem for predictive distributions

Statistics and Probability Letters

Volumn 56, Issue 2, 2002, Pages 113-120

  Berti, Patrizia ^a   Rigo, Pietro ^a,b  

^a UNIVERSITY OF MODENA AND REGGIO EMILIA   (Italy)

^b UNIVERSITY OF FLORENCE   (Italy)

Author keywords

Almost sure uniform convergence; Empirical distribution; Predictive distribution

Indexed keywords

EID: 0037079694     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00089-X     Document Type: Article

References (13)

1. Universal schemes for prediction, gambling and portfolio selection
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3. Well-calibrated, coherent forecasting systems
4. A Glivenko-Cantelli theorem for exchangeable random variables
5. Local convergence of martingales and the law of large numbers
6. The well-calibrated Bayesian (with discussion)
7. Stability of sums of weighted nonnegative random variables
8. A note on the empirical distribution of dependent random variables
9. A new stochastic approximation procedure using quantile curves
10. Stochastic approximation for functionals. Adaptive Statistical Procedures and Related Topics
11. A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences