A Glivenko-Cantelli theorem for exchangeable random variables

DOI10.1016/S0167-7152(96)00098-3zbMath0904.60025MaRDI QIDQ1380549

Pietro Rigo, Patrizia Berti

Publication date: 18 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

exchangeabilitystationarity

Mathematics Subject Classification ID

Strong limit theorems (60F15) Exchangeability for stochastic processes (60G09)

Related Items (10)

A uniform limit theorem for predictive distributions ⋮ Generalization bounds for non-stationary mixing processes ⋮ Asymptotic predictive inference with exchangeable data ⋮ The limit theorem for maximum of partial sums of exchangeable random variables ⋮ Discussion on article ``Bayesian inference with misspecified models ⋮ Asymptotics of Predictive Distributions ⋮ Discrepancy-based theory and algorithms for forecasting non-stationary time series ⋮ Predictive construction of priors in Bayesian nonparametrics ⋮ On the Weak Consistency of Permutation Tests ⋮ De Finetti's contribution to probability and statistics

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