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Teoriya Veroyatnostei i ee Primeneniya, 2018, Volume 63, Issue 4, Pages 808–816
DOI: https://doi.org/10.4213/tvp5208
(Mi tvp5208)
 

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Maximum likelihood method in de Finetti's theorem

L. E. Melkumovaa, S. Ya. Shatskikhb

a Mercury Development, Samara
b Samara National Research University
Full-text PDF (422 kB) Citations (1)
References:
Abstract: De Finetti's theorem states that the elements of an infinite exchangeable sequence of random variables are conditionally independent and identically distributed relative to some random variable (or a sigma-algebra generated by that random variable). In this work, we construct this random variable using the maximum likelihood method.
Keywords: de Finetti's theorem, conditional independence, maximum likelihood estimate, sufficient statistic, Gaussian measures on Hilbert spaces.
Funding agency Grant number
Russian Foundation for Basic Research 16-41-630-676
16-01-00184А
This research was supported by the Russian Foundation for Basic Research (grants 16-41-630-676 and 16-01-00184A).
Received: 27.12.2017
Revised: 12.09.2018
Accepted: 12.09.2018
English version:
Theory of Probability and its Applications, 2019, Volume 63, Issue 4, Pages 657–663
DOI: https://doi.org/10.1137/S0040585X97T989313
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. E. Melkumova, S. Ya. Shatskikh, “Maximum likelihood method in de Finetti's theorem”, Teor. Veroyatnost. i Primenen., 63:4 (2018), 808–816; Theory Probab. Appl., 63:4 (2019), 657–663
Citation in format AMSBIB
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Linking options:
  • https://www.mathnet.ru/eng/tvp5208
  • https://doi.org/10.4213/tvp5208
  • https://www.mathnet.ru/eng/tvp/v63/i4/p808
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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