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A matrix-valued Bernoulli distribution

2006

AbstractMatrix-valued distributions are used in continuous multivariate analysis to model sample data matrices of continuous measurements; their use seems to be neglected for binary, or more generally categorical, data. In this paper we propose a matrix-valued Bernoulli distribution, based on the log-linear representation introduced by Cox [The analysis of multivariate binary data, Appl. Statist. 21 (1972) 113–120] for the Multivariate Bernoulli distribution with correlated components.

Statistics and ProbabilityNumerical AnalysisDISCRETEMODELSMatrix t-distributionMultivariate normal distributionMatrix-valued distributionsBINARYNormal-Wishart distributionBinomial distributionBernoulli distributionCategorical distributionStatisticsApplied mathematicsBernoulli processStatistics Probability and UncertaintyCorrelated multivariate binary responsesMathematicsMultivariate stable distributionMultivariate Bernoulli distributionJournal of Multivariate Analysis
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