A strong Law for Variables Indexed by a Partially Ordered Set with Applications to Isotone Regression
Wright, F. T.
Ann. Probab., Tome 7 (1979) no. 6, p. 109-127 / Harvested from Project Euclid
In studying the asymptotic properties of certain isotone regression estimators, one is led to consider the maximum of sums of independent random variables indexed by a partially ordered set. An index set which is a sequence of $\beta$ dimensional vectors, $\{t_k\}^\infty_{k = 1}$, and the usual partial order on $R_\beta$, the $\beta$ dimensional reals, are considered here. The random variables are assumed to satisfy a condition equivalent to a finite first moment in the identically distributed case and are assumed to be centered at their means. For $A \subset R_\beta$, let $S_n(A)$ denote the sum of those random variables with indices $t_k \in A$ and $k \leqslant n$. It is shown that if the sequence $\{t_k\}$ satisfies a certain condition, then the maximum, over all upper layers $U$ in $R_\beta$, of $S_n(U)/n$ converges almost surely to zero. As a corollary to this result one obtains the strong consistency of this isotone regression estimator. If the sequence $\{t_k\}$ is a realization of a sequence of independent, identically distributed, $\beta$ dimensional random vectors and if the probability induced by such a vector is discrete, absolutely continuous or a mixture of the two, then the condition on the sequence $\{t_k\}$ is satisfied almost surely. Some nondiscrete, singular induced probabilities of interest in these regression problems are considered also.
Publié le : 1979-02-14
Classification:  Strong law of large numbers,  partilly ordered sets,  isotone regression and strong consistency,  60F15,  62G05
@article{1176995152,
     author = {Wright, F. T.},
     title = {A strong Law for Variables Indexed by a Partially Ordered Set with Applications to Isotone Regression},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 109-127},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995152}
}
Wright, F. T. A strong Law for Variables Indexed by a Partially Ordered Set with Applications to Isotone Regression. Ann. Probab., Tome 7 (1979) no. 6, pp.  109-127. http://gdmltest.u-ga.fr/item/1176995152/