7 papers
Conway--Maxwell multivariate Bernoulli distribution
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We investigate the Conway--Maxwell multivariate Bernoulli distributions, a family of multivariate Bernoulli distributions derived from the Conway--Maxwell-binomial distribution. We…
Geometrical representation and dependence structure of three-dimensional Bernoulli distributions
Roberto Fontana, Patrizia Semeraro
This paper fully characterizes the geometrical structure of the class of distributions of three-dimensional Bernoulli random variables with equal means, . We find all the geomet…
Additive subordination of multiparameter Markov processes
Giuseppe D'Onofrio, Alessandro Mutti, Patrizia Semeraro
We extend Phillips theorem to multiparameter, multidimensional Markov processes that are time-changed by an independent additive subordinator. We show that the resulting process is…
Extremal negative dependence and the strongly Rayleigh property
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We provide a geometrical characterization of extremal negative dependence as a convex polytope in the simplex of multidimensional Bernoulli distributions, and we prove that it is a…
The Bernoulli structure of discrete distributions
Roberto Fontana, Patrizia Semeraro
Any discrete distribution with support on can be constructed as the distribution of sums of Bernoulli variables. We prove that the class of -dimensional Bernou…
Generalized FGM dependence: Geometrical representation and convex bounds on sums
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with general…
Symmetric Bernoulli distributions and minimal dependence copulas
Alessandro Mutti, Patrizia Semeraro
The key result of this paper is to characterize all the multivariate symmetric Bernoulli distributions whose sum is minimal under convex order. In doing so, we automatically charac…