A matrix-valued Bernoulli distribution
Matrix-valued distributions are used in continuous multivariate analysis to model sample data matrices of continuous measurements; their use seems to be neglected for binary, or more generally categorical, data. In this paper we propose a matrix-valued Bernoulli distribution, based on the log-linear representation introduced by Cox [The analysis of multivariate binary data, Appl. Statist. 21 (1972) 113-120] for the Multivariate Bernoulli distribution with correlated components.
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Volume (Year): 97 (2006)
Issue (Month): 7 (August)
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- Peter Xue-Kun Song, 2000. "Multivariate Dispersion Models Generated From Gaussian Copula," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(2), pages 305-320.
- Teugels, Jozef L, 1990. "Some representations of the multivariate Bernoulli and binomial distributions," Journal of Multivariate Analysis, Elsevier, vol. 32(2), pages 256-268, February.
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