Maximum likelihood method in de Finetti's theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 63 (2018) no. 4, pp. 808-816 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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.
@article{TVP_2018_63_4_a9,
     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},
     pages = {808--816},
     year = {2018},
     volume = {63},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a9/}
}
TY  - JOUR
AU  - L. E. Melkumova
AU  - S. Ya. Shatskikh
TI  - Maximum likelihood method in de Finetti's theorem
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2018
SP  - 808
EP  - 816
VL  - 63
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a9/
LA  - ru
ID  - TVP_2018_63_4_a9
ER  - 
%0 Journal Article
%A L. E. Melkumova
%A S. Ya. Shatskikh
%T Maximum likelihood method in de Finetti's theorem
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2018
%P 808-816
%V 63
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a9/
%G ru
%F TVP_2018_63_4_a9
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/

[1] Yuan Shih Chow, H. Teicher, Probability theory. Independence, interchangeability, martingales, Springer Texts Statist., 3rd ed., Springer-Verlag, New York–Heidelberg, 2003, xxii+488 pp. | DOI | MR | Zbl

[2] J. F. C. Kingman, “Uses of exchangeability”, Ann. Probability, 6:2 (1978), 183–197 | DOI | MR | Zbl

[3] E. M. Knutova, S. Ya. Shatskikh, “Asymptotic properties of conditional quantiles for a class of symmetric distributions”, Theory Probab. Appl., 51:2 (2007), 350–358 | DOI | DOI | MR | Zbl

[4] T. S. Ferguson, A course in large sample theory, Texts Statist. Sci. Ser., Chapman Hall, London, 1996, x+245 pp. | MR | Zbl

[5] A. W. van der Vaart, Asymptotic statistics, Camb. Ser. Stat. Probab. Math., 3, paperback ed., Cambridge University Press, Cambridge, 2000, xvi+443 pp. | DOI | MR | Zbl

[6] I. A. Ibragimov, R. Z. Has'minskiĭ, Statistical estimation. Asymptotic theory, Appl. Math., 16, Springer-Verlag, New York–Berlin, 1981, vii+403 pp. | MR | MR | Zbl | Zbl

[7] V. I. Bogachev, Gaussian measures, Math. Surveys Monogr., 62, Amer. Math. Soc., Providence, RI, 1998, xii+433 pp. | DOI | MR | MR | Zbl | Zbl

[8] A. N. Shiryaev, “Probability”, Grad. Texts in Math., 95, 2nd ed., Springer-Verlag, New York, 1996, xvi+623 pp. | DOI | MR | Zbl