Compatibility among marginal densities

Yuchung J. Wang

Biometrika, 2004, vol. 91, issue 1, 234-239

Abstract: In the Lancaster representation a joint density is decomposed into a sum of additive interactions. Using these interactions, we derive conditions for checking compatibility among a collection of marginal densities. The representation also shows how to construct an all-positive joint density additively from a given set of compatible marginals. An algorithm is proposed for reducing the dimension of the marginal densities so that compatibility can be checked in sequential increments. The representation may yield insights into the construction and simulation of models represented by undirected graphs. Copyright Biometrika Trust 2004, Oxford University Press.

Date: 2004
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