On the formulation of uniform laws of large numbers: a truncation approach
作者:
Benedikt M. Pötscher,
Ingmar R. Prucha,
期刊:
Statistics
(Taylor Available online 1994)
卷期:
Volume 25,
issue 4
页码: 343-360
ISSN:0233-1888
年代: 1994
DOI:10.1080/02331889408802458
出版商: Gordon & Breach Science Publishers
关键词: Uniform laws of large numbers;dependent processes
数据来源: Taylor
摘要:
The paper develops a general framework for the formulation of generic uniform laws of large numbers. In particular, we introduce a basic generic uniform law of large numbers that contains recent uniform laws of large numbers by Andrews [2] and Hoadley [9] as special cases. We also develop a truncation approach that makes it possible to obtain uniform laws of large numbers for the functions under consideration from uniform laws of large numbers for truncated versions of those functions. The point of the truncation approach is that uniform laws of large numbers for the truncated versions are typically easier to obtain. By combining the basic uniform law of large numbers and the truncation approach we also derive generalizations of recent uniform laws of large numbers introduced in Pötscher and Prucha [15, 16].
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