A Subcopula Characterization of Dependence for the Multivariate Bernoulli Distribution

This paper provides a subcopula characterization of dependence for the Multivariate Bernoulli Distribution. Explicit formulas are derived using subcopulas to introduce dependence measures for interactions of all orders, not just pairwise. A Bayesian inference approach is also applied to estimate the parameters, offering practical tools for parameter estimation and dependence analysis in real-world applications. The main contribution is an explicit, order-by-order characterization of multivariate dependence for binary data (beyond pairwise association), linking joint probabilities to subcopula-based dependence parameters/measures under full compatibility; this fills a gap in the literature where practical modeling often stops at pairwise dependence.

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Publication Details

Journal
Journal of Statistical Theory and Applications
Published
2026-01-08
DOI
https://doi.org/10.1007/s44199-025-00157-4
Primary Topic
Statistical Distribution Estimation and Applications
Type
article
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article

A Subcopula Characterization of Dependence for the Multivariate Bernoulli Distribution

Arturo Erdely
Journal of Statistical Theory and Applications
Statistical Distribution Estimation and Applications
article

A Subcopula Characterization of Dependence for the Multivariate Bernoulli Distribution

Arturo Erdely
article en

Abstract

This paper provides a subcopula characterization of dependence for the Multivariate Bernoulli Distribution. Explicit formulas are derived using subcopulas to introduce dependence measures for interactions of all orders, not just pairwise. A Bayesian inference approach is also applied to estimate the parameters, offering practical tools for parameter estimation and dependence analysis in real-world applications. The main contribution is an explicit, order-by-order characterization of multivariate dependence for binary data (beyond pairwise association), linking joint probabilities to subcopula-based dependence parameters/measures under full compatibility; this fills a gap in the literature where practical modeling often stops at pairwise dependence.

Journal of Statistical Theory and ApplicationsVol. 25(1)
Universidad Nacional Autónoma de México (MX)
Openalex Percentile: Top 96%
Statistical Distribution Estimation and Applications
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A Subcopula Characterization of Dependence for the Multivariate Bernoulli Distribution — Arturo Erdely · Journal of Statistical Theory and Applications (2026) | TGRS Research Map | TGRS