The deFinetti representation of generalised Marshall-Olkin sequences
DOI10.1515/DEMO-2020-0006zbMATH Open1455.60056OpenAlexW3041480499MaRDI QIDQ828056FDOQ828056
Authors: Henrik Sloot 
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-2020-0006
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Processes with independent increments; Lévy processes (60G51) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09)
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Cited In (4)
- The infinite extendibility problem for exchangeable real-valued random vectors
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- Implementing Markovian models for extendible Marshall-Olkin distributions
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
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