Structural decompositions of multivariate distributions with applications in moment and cumulant

被引:3
|
作者
Ip, EH
Wang, YCJ
Yeh, YN
机构
[1] Wake Forest Univ, Sch Med, Ctr Med, Dept Publ Hlth Sci, Winston Salem, NC 27157 USA
[2] Rutgers State Univ, Dept Math Sci, Piscataway, NJ 08855 USA
关键词
lattice decomposition; lancaster model; bahadur model; streitberg's interaction; cumulant; polytypefication;
D O I
10.1016/j.jmva.2003.09.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We provide lattice decompositions for multivariate distributions. The lattice decompositions reveal the structural relationship between the Lancaster/Bahadur model and the model of Streitberg (Ann. Statist. 18 (1990) 1878). For multivariate categorical data, the decompositions allows modeling strategy for marginal inference. The theory discussed in this paper illustrates the concept of reproducibility, which was discussed in Liang et al. (J. Roy. Statist. Soc. Ser. B 54 (1992) 3). For the purpose of delineating the relationship between the various types of decompositions of distributions, we develop a theory of polytypefication, the generality of which is exploited to prove results beyond interaction. (C) 2003 Elsevier Inc. All rights reserved.
引用
收藏
页码:119 / 134
页数:16
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