We introduce families of jointly symmetric, binary distributions that are generated over directed star graphs whose nodes represent variables and whose edges indicate positive dependences. The families are parametrized in terms of a single parameter. It is an outstanding feature of these distributions that joint probabilities relate to evenly spaced concentric rings. Kronecker product characterizations make them computationally attractive for a large number of variables. We study the behavior of different measures of dependence and derive maximum likelihood estimates when all nodes are observed and when the inner node is hidden.
Binary distributions of concentric rings / Nanny Wermuth;Giovanni M. Marchetti;Piotr Zwiernik. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - STAMPA. - 130:(2014), pp. 252-260. [10.1016/j.jmva.2014.05.010]
Binary distributions of concentric rings
MARCHETTI, GIOVANNI MARIA;
2014
Abstract
We introduce families of jointly symmetric, binary distributions that are generated over directed star graphs whose nodes represent variables and whose edges indicate positive dependences. The families are parametrized in terms of a single parameter. It is an outstanding feature of these distributions that joint probabilities relate to evenly spaced concentric rings. Kronecker product characterizations make them computationally attractive for a large number of variables. We study the behavior of different measures of dependence and derive maximum likelihood estimates when all nodes are observed and when the inner node is hidden.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.