TY - JOUR

T1 - A Model for Positively Correlated Count Variables

A1 - Møller,Jesper

A1 - Rubak,Ege Holger

AU - Møller,Jesper

AU - Rubak,Ege Holger

PB - Wiley-Blackwell Publishing Ltd.

PY - 2010///

Y1 - 2010///

N2 - 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.

AB - 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.

U2 - doi:10.1111/j.1751-5823.2009.00091.x

JO - International Statistical Review

JF - International Statistical Review

SN - 0306-7734

IS - 1

VL - 78

SP - 65

EP - 80

ER -