Results 281 to 290 of about 561,804 (322)

Asymptotics of Predictive Distributions

2016
Let \((X_n)\) be a sequence of random variables, adapted to a filtration \((\mathcal {G}_n)\), and let \(\mu _n=(1/n)\,\sum _{i=1}^n\delta _{X_i}\) and \(a_n(\cdot )=P(X_{n+1}\in \cdot \mid \mathcal {G}_n)\) be the empirical and the predictive measures. We focus on \(||\mu _n-a_n||=\sup _{B\in \mathcal {D}}\,|\mu _n(B)-a_n(B)|\), where \(\mathcal {D}\)
Patrizia Berti   +2 more
openaire   +2 more sources

Home - About - Disclaimer - Privacy