On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach / Benedikt M. Potscher, Ingmar R. Prucha.

Format:

Book

Author/Creator:

Potscher, Benedikt M.

Contributor:

National Bureau of Economic Research.

Prucha, Ingmar R.

Series:

Technical Working Paper Series (National Bureau of Economic Research) no. t0085.

NBER technical working paper series no. t0085

Language:

English

Physical Description:

1 online resource: illustrations (black and white);

Other Title:

On the Formulation of Uniform Laws of Large Numbers

Place of Publication:

Cambridge, Mass. National Bureau of Economic Research 1994.

Summary:

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 [7J 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 Potscher and Prucha [13, l5].

Notes:

Print version record

April 1994.