Elliptical symmetry and exchangeability with characterizations
We establish certain general characterization results on elliptically symmetric distributions and exchangeable random variables. These results yield, in particular, the results given earlier by Maxwell, Bartlett, Kingman, Ali, Smith, Arnold and Lynch, and several others.
Year of publication: |
1990
|
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Authors: | Alzaid, Abdulhamid A. ; Radhakrishna Rao, C. ; Shanbhag, D. N. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 33.1990, 1, p. 1-16
|
Publisher: |
Elsevier |
Keywords: | elliptically and spherically symmetric distributions exchangeable random variables de Finetti's theorem Skitovic-Darmois theorem Schoenberg representation for spherical distributions |
Saved in:
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