ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 36 Issue 1       Subscribe       Article       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal

Multivariate Positive Dependence on the Simplex 

Authors: Brian Smith a; William Rayens b
Affiliations:   a Lilly Research Laboratories, Eli Lilly and Company, Indianapolis, Indiana, USA.
b Department of Statistics, University of Kentucky, Lexington, Kentucky, USA.
DOI: 10.1080/02331880210932
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 36, Issue 1 2002 , pages 75 - 88
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

The Liouville and Generalized Liouville families have been proposed as parametric models for data constrained to the simplex. These families have generated practical interest owing primarily to inadequacies, such as a completely negative covariance structure, that are inherent in the better-known Dirichlet class. Although there is some numerical evidence suggesting that the Liouville and Generalized Liouville families can produce completely positive and mixed covariance structures, no general paradigms have been developed. Research toward this end might naturally be focused on the many classical "positive dependence" concepts available in the literature, all of which imply a nonnegative covariance structure. However, in this article it is shown that no strictly positive distribution on the simplex can possess any of these classical dependence properties. The same result holds for Liouville and generalized Liouville distributions even if the condition of strict positivity is relaxed.
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc