Binary distributions of concentric rings

Nanny Wermuth, Giovanni M. Marchetti and Piotr Zwiernik

Journal of Multivariate Analysis, 2014, vol. 130, issue C, 252-260

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.

Keywords: Conditional independence; Graphical Markov models; Jointly symmetric distributions; Labeled trees; Latent class models; Phylogenetic trees; Star graphs; Symmetric variables (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:130:y:2014:i:c:p:252-260

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DOI: 10.1016/j.jmva.2014.05.010

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