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.
Originalsprog | Engelsk |
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Tidsskrift | International Statistical Review |
Vol/bind | 78 |
Udgave nummer | 1 |
Sider (fra-til) | 65-80 |
Antal sider | 16 |
ISSN | 0306-7734 |
DOI | |
Status | Udgivet - 2010 |