A matrix-valued Bernoulli distribution

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Abstract

Matrix-valued distributions are used in continuous multivariate analysis to model sample datamatrices of continuous measurements; their use seems to be neglected for binary, or more generallycategorical, data. In this paper we propose a matrix-valued Bernoullidistribution, based on the log-linear representation introducedby Cox (1972) for the Multivariate Bernoulli distribution with correlated components.
Lingua originaleEnglish
pagine (da-a)1573-1585
Numero di pagine13
RivistaJournal of Multivariate Analysis
Volume97
Stato di pubblicazionePublished - 2006

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All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Numerical Analysis
  • Statistics, Probability and Uncertainty

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