On the notion of second-order exchangeability |
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Authors: | Attilio Wedlin |
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Affiliation: | (1) Department of Economics and Statistics, University of Trieste, Piazzale Europe 1, 34127 Trieste, Italy |
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Abstract: | In this paper we consider the conditions of second-order exchangeability and second-order partially exchangeability together with some applications.The first application concerns a general linear state-space model in which the noise process is assumed to be second-order partially exchangeable. Other applications of the second-order exchangeability condition regard statistical procedures in which imprecise prior probability assessments are employed. |
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