Orthogonally invariant sequences as Gaussian scale mixtures: An alternate proof

DOI10.1006/jmva.1993.1035zbMath0771.62002OpenAlexW2093363949MaRDI QIDQ2366546

Richard A. Vitale

Publication date: 17 August 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1035

zbMATH Keywords

exchangeabilityfactorizationrotation invarianceGaussian sequencecharacterization of orthogonally invariant sequencesscale mixture of independent standard Gaussian variablesstandard Gaussian matrix

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Exchangeability for stochastic processes (60G09)

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