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.
Authors
- Arturo Erdely (ORCID: https://orcid.org/0000-0003-1653-8342)
Institutions
- Universidad Nacional Autónoma de México (MX)
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
- Field-Weighted Citation Impact
- 0.00