The distribution of partially exchangeable random variables

DOI10.1016/J.SPL.2010.02.003MaRDI QIDQ973170zbMATH OpenOpenAlexFDO

Authors Hanxiang Peng, Xin Dang, Xue-Qin Wang

Publication date 28 May 2010

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

Full work available at URL https://doi.org/10.1016/j.spl.2010.02.003

zbMATH Keywords

serial correlationexchangeabilitycomplete monotonicitypartial exchangeabilitymixture of Markov chains

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

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Cites work

• scientific article; zbMATH DE number 4161783 (Why is no real title available?)
• scientific article; zbMATH DE number 1076783 (Why is no real title available?)
• scientific article; zbMATH DE number 3252883 (Why is no real title available?)
• A Full Likelihood Procedure for Analysing Exchangable Binary Data
• De Finetti's theorem for Markov chains
• Finite exchangeable sequences
• Invariants Under Mixing which Generalize de Finetti's Theorem
• Mixtures of Markov Processes
• On the Momentum Problem for Distribution Functions in More than One Dimension
• Parametric partially exchangeable models for multiple binary sequences
• Urn models for Markov exchangeability

Cited in

(8)

• Exchangeable random partitions from max-infinitely-divisible distributions
• Countable partially exchangeable mixtures
• Joint distribution of run statistics in partially exchangeable processes
• Looking-backward probabilities for Gibbs-type exchangeable random partitions
• Distributions of simple patterns in some kinds of exchangeable sequences
• Characterizations of exchangeable partitions and random discrete distributions by deletion properties
• On exchangeable multinomial distributions
• Assessing the Order of Dependence for Partially Exchangeable Binary Data

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