A Model for Positively Correlated Count Variables

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Abstract

An α-permanental random field is briefly speaking a model for a collection of non-negative integer valued random variables with positive associations. Though such models possess many appealing probabilistic properties, many statisticians seem unaware of α-permanental random fields and their potential applications. The purpose of this paper is to summarize useful probabilistic results, study stochastic constructions and simulation techniques, and discuss some examples of α-permanental random fields. This should provide a useful basis for discussing the statistical aspects in future work.
OriginalsprogEngelsk
TidsskriftInternational Statistical Review
Vol/bind78
Udgave nummer1
Sider (fra-til)65-80
Antal sider16
ISSN0306-7734
DOI
StatusUdgivet - 2010

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