Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147305 | Journal of Multivariate Analysis | 2006 | 13 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis