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.
Volume (Year): 69 (2004)
Issue (Month): 1 (August)
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- Scarsini, Marco & Verdicchio, Lorenzo, 1993. "On the extendibility of partially exchangeable random vectors," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 43-46, January.
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