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

DOI10.1515/DEMO-2020-0012zbMATH Open1457.62163OpenAlexW3092245420WikidataQ115514484 ScholiaQ115514484MaRDI QIDQ828046FDOQ828046

Authors: Jan-Frederik Mai 

Publication date: 14 January 2021

Published in: Dependence Modeling (Search for Journal in Brave)

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

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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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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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