A Model for Positively Correlated Count Variables

Research output: Contribution to journalJournal articleResearchpeer-review

2 Citations (Scopus)

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 languageEnglish
JournalInternational Statistical Review
Volume78
Issue number1
Pages (from-to)65-80
Number of pages16
ISSN0306-7734
DOIs
Publication statusPublished - 2010

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Random Field
Count
Random variable
Non-negative
Model
Integer
Random field
Simulation
Random variables

Cite this

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title = "A Model for Positively Correlated Count Variables",
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.",
author = "Jesper M{\o}ller and Rubak, {Ege Holger}",
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}

A Model for Positively Correlated Count Variables. / Møller, Jesper; Rubak, Ege Holger.

In: International Statistical Review, Vol. 78, No. 1, 2010, p. 65-80.

Research output: Contribution to journalJournal articleResearchpeer-review

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AU - Møller, Jesper

AU - Rubak, Ege Holger

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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.

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