On simulating exchangeable sub-Gaussian random vectors

被引：5
|
作者：
Mohammadpour, A
Soltani, AR
机构：
[1] Amirkabir Univ Technol, Fac Math & Comp, Dept Stat, Tehran 15914, Iran
[2] Kuwait Univ, Fac Sci, Dept State & OR, Safat 13060, Kuwait
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 69卷 / 01期
关键词：
exchangeability; extendibility; permutation-symmetric and exchangeable sub-Gaussian random vectors;
D O I：
10.1016/j.spl.2004.04.006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：29 / 36
页数：8
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