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20162023
most citedCharacterization of multivariate Bernoulli distributions with given margins

3 citations · 4 across the 8 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.PR2021

Multivariate tempered stable additive subordination for financial models

Patrizia Semeraro

We study a class of multivariate tempered stable distributions and introduce the associated class of tempered stable Sato subordinators. These Sato subordinators are used to build…

math.ST2021

Exchangeable Bernoulli distributions: high dimensional simulation, estimate and testing

Roberto Fontana, Patrizia Semeraro

We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polyt…