Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples

We study Hoeffding decomposable exchangeable sequences with values in a finite set D={d1,…,dK}. We provide a new combinatorial characterization of Hoeffding decomposability and use this result to show that, for every K≥3, there exists a class of neither Pólya nor i.i.d. D-valued exchangeable sequences that are Hoeffding decomposable.

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Year of publication:	2014
Authors:	El-Dakkak, Omar ; Peccati, Giovanni ; Prünster, Igor
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 131.2014, C, p. 51-64
Publisher:	Elsevier
Subject:	Exchangeability \| Hoeffding decomposition \| Pólya urn \| Urn sequence \| Weak independence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041939