TY - JOUR
AU - Potscher, Benedikt M
AU - Prucha, Ingmar R
TI - On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
JF - National Bureau of Economic Research Technical Working Paper Series
VL - No. 85
PY - 1994
Y2 - April 1994
DO - 10.3386/t0085
UR - http://www.nber.org/papers/t0085
L1 - http://www.nber.org/papers/t0085.pdf
N1 - Author contact info:
Benedikt M. Potscher
University of Vienna
E-Mail: benedikt.poetscher@univie.ac.at
Ingmar Prucha
Department of Economics
University of Maryland
College Park, MD 20742
Tel: 301-405-3499
Fax: 301-405-3542
E-Mail: prucha@econ.umd.edu
AB - The paper develops a general framework for the formulation of generic uniform laws of large numbers. In particular, we introduce a basic generic uniform law of large numbers that contains recent uniform laws of large numbers by Andrews [2] and Hoadley [7J as special cases. We also develop a truncation approach .that makes it possible to obtain uniform laws of large numbers for the functions under consideration from uniform laws of large numbers for truncated versions of those functions. The point of the truncation approach is that uniform laws of large numbers for the truncated versions are typically easier to obtain. By combining the basic uniform law of large numbers and the truncation approach we also derive generalizations of recent uniform laws of large numbers introduced in Potscher and Prucha [13, l5].
ER -