On simulating exchangeable sub-Gaussian random vectors

Certain characterizations for an exchangeable sub-Gaussian random vector are given and a method together with an S-PLUS function for simulating such a vector are introduced. Simulated values are used to plot contours of their empirical density.

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Year of publication:	2004
Authors:	Mohammadpour, Adel ; Soltani, A. Reza
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 1, p. 29-36
Publisher:	Elsevier
Keywords:	Exchangeability Extendibility Permutation-symmetric and exchangeable sub-Gaussian random vectors

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

Persistent link: https://www.econbiz.de/10005319898