Computational and analytical bounds for multivariate Bernoulli distributions

DOI10.1007/s42519-021-00231-xzbMath1490.60010OpenAlexW4205692073MaRDI QIDQ2074649

Patrizia Semeraro, Roberto Fontana

Publication date: 10 February 2022

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

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

zbMATH Keywords

algebraic statisticsmultivariate Bernoulli distributionFréchet class

Mathematics Subject Classification ID

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

Related Items (1)

High dimensional Bernoulli distributions: algebraic representation and applications

Uses Software

• QRM

Cites Work

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• Finite forms of de Finetti's theorem on exchangeability
• Representation of multivariate Bernoulli distributions with a given set of specified moments
• Range of correlation matrices for dependent Bernoulli random variables
• Model risk in credit risk

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