TY - JOUR
T1 - Multivariate discrete distributions with a product-type dependence
AU - Becker, Neils G.
AU - Utev, Sergey
PY - 2002/11
Y1 - 2002/11
N2 - A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data.
AB - A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data.
KW - Characterizing discrete distributions
KW - Charaterizing independence
KW - Conditional specification
KW - Identifiability of mixtures
KW - Multivariate discrete distributions
KW - Regression function
UR - http://www.scopus.com/inward/record.url?scp=0036858757&partnerID=8YFLogxK
U2 - 10.1006/jmva.2001.2061
DO - 10.1006/jmva.2001.2061
M3 - Article
SN - 0047-259X
VL - 83
SP - 509
EP - 524
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
IS - 2
ER -