Computational and analytical bounds for multivariate Bernoulli distributions

DOI10.1007/S42519-021-00231-XMaRDI QIDQ2074649zbMATH OpenOpenAlexFDO

Authors Roberto Fontana, Patrizia Semeraro

Publication date 10 February 2022

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s42519-021-00231-x

zbMATH Keywords

algebraic statisticsFréchet classmultivariate Bernoulli distribution

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Probability distributions: general theory (60E05) Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Finite forms of de Finetti's theorem on exchangeability
• scientific article; zbMATH DE number 1033560 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Model risk in credit risk
• Range of correlation matrices for dependent Bernoulli random variables
• Representation of multivariate Bernoulli distributions with a given set of specified moments

Cited in

(7)

• Representation of multivariate Bernoulli distributions with a given set of specified moments
• Multivariate Bernoulli distribution
• Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives
• A note on dependence modeling for Bernoulli variables
• Dependence structures of multivariate Bernoulli random vectors
• High dimensional Bernoulli distributions: algebraic representation and applications
• Some representations of the multivariate Bernoulli and binomial distributions

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Uses Software

• QRM

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