A matrix-valued Bernoulli distribution

Gianfranco Lovison

Journal of Multivariate Analysis, 2006, vol. 97, issue 7, 1573-1585

Abstract: 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.

Keywords: Correlated; multivariate; binary; responses; Multivariate; Bernoulli; distribution; Matrix-valued; distributions (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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