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