Generic Uniform Convergence
提出了一般性一致收敛结果,包括一致大数定律,给出了将逐点几乎必然收敛或依概率收敛加强为一致收敛的条件,对建立估计量和检验统计量的渐近性质有用。
This paper presents several generic uniform convergence results that include generic uniform laws of large numbers. These results provide conditions under which pointwise convergence almost surely or in probability can be strengthened to uniform convergence. The results are useful for establishing asymptotic properties of estimators and test statistics. The results given here have the following attributes, (1) they extendresults of Newey to cover convergence almost surely as well as convergence in probability, (2) they apply to totally bounded parameter spaces (rather than just to compact parameter spaces), (3) they introduce a set of conditions for a generic uniform law of large numbers that has the attribute of giving the weakest conditions available for i.i.d. contexts, but which apply in some dependent nonidentically distributed contexts as well, and (4) they incorporate and extend themain results in the literature in a parsimonious fashion.