Abstract
We consider data that are dependent, but where most small sets of observations are independent. By extending Bernstein's inequality we prove a strong law of law numbers and an empirical process central limit theorem under bracketing entropy conditions.
Disciplines
Statistical Methodology | Statistical Theory
Suggested Citation
Lumley, Thomas, "An Empirical Process Limit Theorem for Sparsely Correlated Data" (June 2005). UW Biostatistics Working Paper Series. Working Paper 255.
https://biostats.bepress.com/uwbiostat/paper255
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