Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations

Mathematics – Probability

Scientific paper

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Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta

Scientific paper

10.1214/009117904000000405

Consider a (possibly infinite) exchangeable sequence X={X_n:1\leqn0, X_n^{(\alpha, c)} consists of the first n instants of a generalized P\'olya urn sequence.

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