64 citations · 73 across the 2 of their papers we have counts for
2 papers
physics.soc-ph2006★ 9 cited
Correlation Structures of Correlated Binomial Models and Implied Default Distribution
S. Mori, K. Kitsukawa, M. Hisakado
We show how to analyze and interpret the correlation structures, the conditional expectation values and correlation coefficients of exchangeable Bernoulli random variables. We stud…
physics.data-an2006★ 64 cited
Correlated Binomial Models and Correlation Structures
M. Hisakado, K. Kitsukawa, S. Mori
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency re…