Computational and Analytical Bounds for Multivariate Bernoulli Distributions
نویسندگان
چکیده
Abstract Building on a new but simple method to characterize multivariate Bernoulli variables with given means, we investigate their dependence structure. We evaluate some computational examples whether the assumption of exchangeability is binding. This useful in applications where standard assumption, such as credit risk.
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ژورنال
عنوان ژورنال: Journal of statistical theory and practice
سال: 2022
ISSN: ['1559-8616', '1559-8608']
DOI: https://doi.org/10.1007/s42519-021-00231-x