Geodesic
Maximum likelihood method in de Finetti's theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 63 (2018) no. 4, pp. 808-816

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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. 
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     author = {L. E. Melkumova and S. Ya. Shatskikh},
     title = {Maximum likelihood method in de {Finetti's} theorem},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a9/}
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L. E. Melkumova; S. Ya. Shatskikh. Maximum likelihood method in de Finetti's theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 63 (2018) no. 4, pp. 808-816. http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a9/