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.
Original language | English |
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Journal | International Statistical Review |
Volume | 78 |
Issue number | 1 |
Pages (from-to) | 65-80 |
Number of pages | 16 |
ISSN | 0306-7734 |
DOIs | |
Publication status | Published - 2010 |