Let (Xn) be a sequence of random variables, adapted to a filtration (Gn), and let (Formula Presented) be the empirical and the predictive measures. We focus on (Formula Presented) where D is a class of measurable sets. Conditions for (Formula Presented), almost surely or in probability, are given. Also, to determine the rate of convergence, the asymptotic behavior of rn||μn-an|| is investigated for suitable constants rn. Special attention is paid to rn = √n and (Formula Presented). The sequence (Xn) is exchangeable or, more generally, conditionally identically distributed.

Asymptotic predictive inference with exchangeable data

RIGO, PIETRO
2018

Abstract

Let (Xn) be a sequence of random variables, adapted to a filtration (Gn), and let (Formula Presented) be the empirical and the predictive measures. We focus on (Formula Presented) where D is a class of measurable sets. Conditions for (Formula Presented), almost surely or in probability, are given. Also, to determine the rate of convergence, the asymptotic behavior of rn||μn-an|| is investigated for suitable constants rn. Special attention is paid to rn = √n and (Formula Presented). The sequence (Xn) is exchangeable or, more generally, conditionally identically distributed.
2018
Berti, Patrizia; Pratelli, Luca; RIGO, PIETRO
File in questo prodotto:
Eventuali allegati, non sono esposti

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/734062
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 1
social impact