On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
Benedikt M. Poetscher and Ingmar Prucha
,
4
(
25
)
Statistics
343-360
March
1994
Stats25(1994).PDF1.24 MB
Abstract
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.