Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure

DOI10.1016/J.SPL.2010.04.010zbMATH Open1196.60059OpenAlexW2002957108MaRDI QIDQ988096FDOQ988096

Authors: Pier Giovanni Bissiri 

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.04.010

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zbMATH Keywords

de Finetti's theoremfinite exchangeabilityempirical measurefinitely additive probabilities

Mathematics Subject Classification ID

Bayesian inference (62F15) Exchangeability for stochastic processes (60G09)

Cites Work

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• Finite exchangeable sequences
• Exchangeability, predictive distributions and parametric models
• The Representation of Partition Structures
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• Uses of exchangeability
• Binomial mixtures and finite exchangeability
• Random partitions in population genetics
• Prediction rules for exchangeable sequences related to species sampling
• Random partition model and finitary Bayesian statistical inference
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• Some critical aspects of the use of exchangeability in statistics
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• On perfect measures

Cited In (3)

• On the characterization of exchangeable sequences through reverse-martingale empirical distributions
• Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections
• Approximating de Finetti's measures for partially exchangeable sequences

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