High dimensional Bernoulli distributions: algebraic representation and applications

DOI10.3150/23-bej1618arXiv2205.12744OpenAlexW4388514230MaRDI QIDQ6178587

Patrizia Semeraro, Roberto Fontana

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.12744

zbMATH Keywords

extremal pointsconvex orderideal of pointsmultidimensional Bernoulli distribution

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Distribution theory (60Exx)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Palindromic Bernoulli distributions
• Multivariate Bernoulli distribution
• Multivariate countermonotonicity and the minimal copulas
• Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
• Optimal reinsurance and stop-loss order
• Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
• Simulating longer vectors of correlated binary random variables via multinomial sampling
• Extremal dependence concepts
• Representation of multivariate Bernoulli distributions with a given set of specified moments
• Algebraic algorithms for sampling from conditional distributions
• The safest dependence structure among risks.
• Computational and analytical bounds for multivariate Bernoulli distributions
• Improved algorithms for computing worst value-at-risk
• Generating Correlated Binary Variables with Complete Specification of the Joint Distribution
• Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
• Simulating dependent binary variables through multinomial sampling
• Ideals, Varieties, and Algorithms
• Range of correlation matrices for dependent Bernoulli random variables
• Convex Analysis
• Upper and lower bounds for sums of random variables
• Model risk in credit risk
• Exchangeable Bernoulli distributions: high dimensional simulation, estimation, and testing

This page was built for publication: High dimensional Bernoulli distributions: algebraic representation and applications