A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables

DOI10.1016/0304-4149(81)90033-8zbMath0458.60023OpenAlexW2012572027MaRDI QIDQ1151663

Jon A. Wellner

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(81)90033-8

zbMATH Keywords

Prohorov metricempirical measuresGlivenko-Cantelli theorembounded- dual-Lipschitz metric

Mathematics Subject Classification ID

Strong limit theorems (60F15) Convergence of probability measures (60B10)

Related Items (6)

Pathwise McKean-Vlasov theory with additive noise ⋮ Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap ⋮ Joint Estimation of the Mean and Error Distribution in Generalized Linear Models ⋮ Size-biased permutation of a finite sequence with independent and identically distributed terms ⋮ Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case ⋮ A many-server functional strong law for a non-stationary loss model

Cites Work

• The weighted empirical process of row independent random variables with arbitrary distribution functions
• Convergence of Baire measures
• Distances of Probability Measures and Random Variables
• The Speed of Mean Glivenko-Cantelli Convergence
• Convergence de la répartition empirique vers la répartition théorique
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables