5 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…
Additive subordination of multiparameter Markov processes
Giuseppe D'Onofrio, Alessandro Mutti, Patrizia Semeraro
In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Philli…
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…
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…
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…