Invariants Under Mixing Which Generalize de Finetti's Theorem: Continuous Time Parameter
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Cited in
(23)- Integral representations for distributions of symmetric stochastic processes
- On the reciprocity of proximity relations
- A characterization of the distributions that imply mean-variance utility functions
- Extendibility of spherical matrix distributions
- De Finetti's contribution to probability and statistics
- A characterization for mixtures of semi-Markov processes.
- Random arrays and functionals with multivariate rotational symmetries
- Schoenberg's theorem and unitarily invariant random arrays
- A class of models for multiple binary sequences under the hypothesis of Markov exchangeability
- The consistency of posterior distributions in nonparametric problems
- General de Finetti type theorems in noncommutative probability
- Reinforced random processes in continuous time.
- Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
- Nonparametric Bayesian estimation of the three-way receiver operating characteristic surface
- SINGLETON CONDITIONS AND QUANTUM DE FINETTI'S THEOREM
- Predictive construction of priors in Bayesian nonparametrics
- De Finetti theorem on the CAR algebra
- Scaling and multiscaling in financial series: a simple model
- Probabilistic symmetries and invariant neural networks
- On a Class of Stochastic Processes with Two States and Continuous Time Parameter
- Exchangeability, correlation, and Bayes' effect
- De Finetti theorems for easy quantum groups
- A conversation with A. Philip Dawid
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