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

DOI10.1016/J.SPL.2010.04.010MaRDI QIDQ988096zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

de Finetti's theoremfinite exchangeabilityempirical measurefinitely additive probabilities

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(3)

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

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