Markov property in discrete Schur-constant models
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Publication:1617332
DOI10.1007/s11009-017-9564-5zbMath1402.60092MaRDI QIDQ1617332
Sergey Utev, Stéphane Loisel, Claude Lefèvre
Publication date: 8 November 2018
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9564-5
discrete models; exchangeable random variables; non-homogeneous Markov chain; Schur-constancy property
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
62E10: Characterization and structure theory of statistical distributions
60G09: Exchangeability for stochastic processes
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Cites Work
- Some properties of Schur-constant survival models and their copulas
- Characterizations and time-dependent association measures for bivariate Schur-constant distributions
- Discrete Schur-constant models
- Decomposition of a Schur-constant model and its applications
- On finite exchangeable sequences and their dependence