Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema

Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema

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Article ID: iaor19912086
Country: Switzerland
Volume: 30
Start Page Number: 157
End Page Number: 168
Publication Date: Jun 1991
Journal: Annals of Operations Research
Authors: ,
Abstract:

The uniform convergence of empirical processes on certain classes of sets follows from the convergence theory for random lower semicontinuous functions studied in the context of stochastic optimization. In the process, a richer class of sets for which one can prove this type of result is exhibited.

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