Skip to Main content Skip to Navigation
Journal articles

On the extendibility of partially exchangeable random vectors

Abstract : Von Plato (1991) has recently proposed a necessary condition for the infinite extendibility of a partially exchangeable {0, 1}-valued random vector. This paper will prove necessary conditions for the finite extendibility (of any order) of a partially exchangeable process of real-valued (not necessarily {0, 1}-valued) random variables. These conditions will be expressed in terms of the correlation of the random variables. The infinite extendibility condition will be obtained by passing to the limit.
Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00541952
Contributor : Antoine Haldemann <>
Submitted on : Wednesday, December 1, 2010 - 3:23:09 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Identifiers

  • HAL Id : hal-00541952, version 1

Collections

Citation

Marco Scarsini, Lorenzo Verdicchio. On the extendibility of partially exchangeable random vectors. Statistics and Probability Letters, Elsevier, 1993, Vol. 16, N°1, pp. 43-46. ⟨hal-00541952⟩

Share