Structural decompositions of multivariate distributions with applications in moment and cumulant

Edward H. Ip, Yuchung J. Wang and Yeong-nan Yeh

Journal of Multivariate Analysis, 2004, vol. 89, issue 1, 119-134

Abstract: We provide lattice decompositions for multivariate distributions. The lattice decompositions reveal the structural relationship between the Lancaster/Bahadur model and the model of Streitberg (Ann. Statist. 18 (1990) 1878). For multivariate categorical data, the decompositions allows modeling strategy for marginal inference. The theory discussed in this paper illustrates the concept of reproducibility, which was discussed in Liang et al. (J. Roy. Statist. Soc. Ser. B 54 (1992) 3). For the purpose of delineating the relationship between the various types of decompositions of distributions, we develop a theory of polytypefication, the generality of which is exploited to prove results beyond interaction.

Keywords: Lattice; decomposition; Lancaster; model; Bahadur; model; Streitberg's; interaction; Cumulant; Polytypefication (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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