Binary distributions of concentric rings
Journal article, 2014
We introduce families of jointly symmetric, binary distributions that are generated over directed star graphs whose nodes represent variables and whose edges indicate positive dependences. The families are parametrized in terms of a single parameter. It is an outstanding feature of these distributions that joint probabilities relate to evenly spaced concentric rings. Kronecker product characterizations make them computationally attractive for a large number of variables. We study the behavior of different measures of dependence and derive maximum likelihood estimates when all nodes are observed and when the inner node is hidden.
SYSTEMS
MODELS
COLLAPSIBILITY
MPSTER AP
Jointly symmetric distributions
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL
Labeled trees
Graphical Markov models
1977
CONTINGENCY-TABLES
ASSOCIATION
Conditional independence
VARIABLES
V39
Author
Nanny Wermuth
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematical Statistics
G. M. Marchetti
University of Florence
P. Zwiernik
University of California
Journal of Multivariate Analysis
0047-259X (ISSN) 1095-7243 (eISSN)
Vol. 130 252-260Subject Categories (SSIF 2011)
Mathematics
DOI
10.1016/j.jmva.2014.05.010