Abstract
Given a sequence \(\mathbf X=(X_n)_{n\in \mathbb N}\) of exchangeable continuous random variables, it is proved that the joint distribution function of every finite subset of random variables belonging to X is fully described by means of a suitable bivariate copula and a univariate distribution function.
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Durante, F., Mai, JF. (2010). Representation of Exchangeable Sequences by Means of Copulas. In: Borgelt, C., et al. Combining Soft Computing and Statistical Methods in Data Analysis. Advances in Intelligent and Soft Computing, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14746-3_28
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DOI: https://doi.org/10.1007/978-3-642-14746-3_28
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