Reverse submartingale property arising from exchangeable random variables

DOI10.1007/S001840050011MaRDI QIDQ5953767zbMATH OpenOpenAlexFDO

Authors Wen-Jang Huang, Jyh-Cherng Su

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840050011

zbMATH Keywords

exchangeableorder statisticsreverse submartingale

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Martingales with discrete parameter (60G42)

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Cited in

(4)

• A reverse submartingale property of the range
• Consistency of statistical models described by families of reversed submartingales
• A Simple Property of Exchangeable Random Variables
• On the characterization of exchangeable sequences through reverse-martingale empirical distributions

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