The deFinetti representation of generalised Marshall–Olkin sequences

IF 0.6 Q4 STATISTICS & PROBABILITY

Dependence Modeling Pub Date : 2020-01-01 DOI:10.1515/demo-2020-0006

Henrik Sloot

引用次数: 2

Abstract

Abstract We show that each infinite exchangeable sequence τ1, τ2, . . . of random variables of the generalised Marshall–Olkin kind can be uniquely linked to an additive subordinator via its deFinetti representation. This is useful for simulation, model estimation, and model building.

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广义Marshall-Olkin序列的deFinetti表示

摘要我们证明了每一个无限交换序列τ1， τ2，…广义Marshall-Olkin类随机变量可以通过其deFinetti表示唯一地连接到一个可加从属变量。这对于模拟、模型估计和模型构建非常有用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Dependence Modeling STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 weeks

期刊介绍： The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to):　 -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations