Structural decompositions of multivariate distributions with applications in moment and cumulant.

DOI10.1016/J.JMVA.2003.09.001zbMath1036.62044OpenAlexW2091660516MaRDI QIDQ1427528

Edward H. Ip, Yuchung J. Wang, Yeong-Nan Yeh

Publication date: 14 March 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.001

zbMATH Keywords

CumulantBahadur modelLancaster modelLattice decompositionPolytypeficationStreitberg interactions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Some equivalence results concerning multiplicative lattice decompositions of multivariate densities ⋮ A class of models for multiple binary sequences under the hypothesis of Markov exchangeability

Cites Work

• Decompositions and biplots in three-way correspondence analysis
• Lancaster interactions revisited
• Additive and multiplicative models and interactions
• Some representations of the multivariate Bernoulli and binomial distributions
• Algebraic descriptions of nominal multivariate discrete data
• Constant local dependence
• Regression models for discrete longitudinal responses. With comments and a rejoinder by the authors
• Exploring interactions in high-dimensional tables: a bootstrap alternative to log-linear models
• Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
• CUMULANTS AND PARTITION LATTICES1
• Dependence function for continuous bivariate densities
• Marginal regression analysis of a multivariate binary response
• Logistic regression of family data from case-control studies
• Compatibility among marginal densities
• Some Concepts of Dependence
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