Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples

JOURNAL OF MULTIVARIATE ANALYSIS

卷:131

Article

El-Dakkak, Omar¹  Peccati, Giovanni²  Prunster, Igor^3,4 

[1] Univ Paris 10, Equipe MODALX, F-92001 Nanterre, France

[2] Univ Luxembourg, Math Res Unit, Luxembourg, Luxembourg

[3] Univ Turin, Dept Econ & Stat, I-10124 Turin, Italy

[4] Univ Turin, Coll Carlo Alberto, I-10124 Turin, Italy

关键词: Exchangeability;    Hoeffding decomposition;    Polya urn;    Urn sequence;    Weak independence;   

DOI  :  10.1016/j.jmva.2014.04.012

来源: Elsevier

【 摘 要 】

We study Hoeffding decomposable exchangeable sequences with values in a finite set D = {d(1),..., d(k)}. We provide a new combinatorial characterization of Hoeffding decomposability and use this result to show that, for every K >= 3, there exists a class of neither Polya nor i.i.d. D-valued exchangeable sequences that are Hoeffding decomposable. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free