On simulating exchangeable sub-Gaussian random vectors

Adel Mohammadpour and A. Reza Soltani

Statistics & Probability Letters, 2004, vol. 69, issue 1, 29-36

Abstract: 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.

Keywords: Exchangeability; Extendibility; Permutation-symmetric; and; exchangeable; sub-Gaussian; random; vectors (search for similar items in EconPapers)
Date: 2004
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