Splitting models for multivariate count data

DOI10.1016/J.JMVA.2020.104677zbMATH Open1461.62062arXiv1802.02074OpenAlexW3090285306MaRDI QIDQ2657191FDOQ2657191

Authors: Jean Peyhardi, Pierre Fernique, Jean-Baptiste Durand 

Publication date: 12 March 2021

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

Abstract: Considering discrete models, the univariate framework has been studied in depth compared to the multivariate one. This paper first proposes two criteria to define a sensu stricto multivariate discrete distribution. It then introduces the class of splitting distributions that encompasses all usual multivariate discrete distributions (multinomial, negative multinomial, multivariate hypergeometric, multivariate neg- ative hypergeometric, etc . . . ) and contains several new. Many advantages derive from the compound aspect of split- ting distributions. It simplifies the study of their characteris- tics, inferences, interpretations and extensions to regression models. Moreover, splitting models can be estimated only by combining existing methods, as illustrated on three datasets with reproducible studies.

Full work available at URL: https://arxiv.org/abs/1802.02074

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zbMATH Keywords

compound distributionprobabilistic graphical modelmultivariate extensionsingular multivariate distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic graphical models (62H22)

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Cited In (3)

• On quasi Pólya thinning operator
• Multivariate count time series segmentation with ``sums and shares and Poisson lognormal mixture models: a comparative study using pedestrian flows within a multimodal transport hub
• Pólya-splitting distributions as stationary solutions of multivariate birth-death processes under extended neutral theory

Uses Software

• MGLM
• COUNT
• catdata

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