The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay

DOI10.1515/DEMO-2020-0012MaRDI QIDQ828046zbMATH OpenOpenAlexWikidataFDO

Authors Jan-Frederik Mai

Publication date 14 January 2021

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2020-0012

zbMATH Keywords

exchangeabilityinfinite divisibilityde Finetti's theoremmin-stable multivariate exponential distributionLévy subordinator

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• scientific article; zbMATH DE number 3479897 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
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Cited in

(2)

• The infinite extendibility problem for exchangeable real-valued random vectors
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones

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