A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations

DOI10.1093/biomet/90.2.455zbMath1034.62042MaRDI QIDQ4455424

Bahjat F. Qaqish

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/90.2.455

zbMATH Keywords

simulation; clustered data; exchangeable correlation structure; autoregressive correlation structure; correlated Bernoulli variates

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H05: Characterization and structure theory for multivariate probability distributions; copulas