The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
We derive a sufficient condition on the symmetric norm ||·|| such that the probability distribution associated with the density function f (x) ∝exp(−λ ||x||) is conditionally independent and identically distributed in the sense of de Finetti’s seminal theorem. The criterion is mild enough to compris...
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| Format: | Article |
| Language: | English |
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De Gruyter
2020-10-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2020-0012 |