On simulating exchangeable sub-Gaussian random vectors

DOI10.1016/j.spl.2004.04.006zbMath1116.62366OpenAlexW2044082352MaRDI QIDQ1771435

Ahmad Reza Soltani, Adel Mochammadpour

Publication date: 21 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2004.04.006

zbMATH Keywords

ExchangeabilityExtendibilityPermutation-symmetric and exchangeable sub-Gaussian random vectors

Mathematics Subject Classification ID

Related Items (2)

A Pitman measure of similarity in k-means for clustering heavy-tailed data ⋮ Inference for Mixtures

Uses Software

• S-PLUS

Cites Work

• Unnamed Item
• École d'été de probabilités de Saint-Flour XIII - 1983
• The multivariate normal distribution
• On the extendibility of partially exchangeable random vectors
• A method for simulating stable random vectors
• Linear Models with Exchangeably Distributed Errors
• Exchangeable stable random vectors and their simulations

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