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

Omar El-Dakkak, Giovanni Peccati and Igor Prünster

Journal of Multivariate Analysis, 2014, vol. 131, issue C, 51-64

Abstract: We study Hoeffding decomposable exchangeable sequences with values in a finite set D={d1,…,dK}. 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 Pólya nor i.i.d. D-valued exchangeable sequences that are Hoeffding decomposable.

Keywords: Exchangeability; Hoeffding decomposition; Pólya urn; Urn sequence; Weak independence (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.jmva.2014.04.012

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