A Glivenko-Cantelli theorem for exchangeable random variables

For an exchangeable sequence of random variables, almost surely, the difference between the empirical and the predictive distribution functions converges to zero uniformly.

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Year of publication:	1997
Authors:	Berti, Patrizia ; Rigo, Pietro
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 4, p. 385-391
Publisher:	Elsevier
Keywords:	Exchangeability Glivenko-Cantelli theorem Proper regular conditional distribution Stationarity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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