Conditional Specification of Statistical Models

This research monograph will be of interest to mathematical statisticians.

Autorentext

Barry C. Arnold, PhD, is Distinguished Professor in the Statistics Department at the University of California, Riverside. He is a Fellow of the American Statistical Society, the American Association for the Advancement of Science, the Institute of Mathematical Statistics and is an elected member of the International Statistical Institute. He is the author of more than two hundred publications and eight books. José María Sarabia, PhD, is Professor of Statistics and Quantitative Methods in Business and Economics in the Department of Economics at the University of Cantabria, Spain. He is author of more than one hundred and fifty publications and ten books and is an associate editor of several journals including TEST, Communications in Statistics, and Journal of Statistical Distributions and Applications.

Klappentext

This research monograph will be of interest to mathematical statisticians.

Zusammenfassung
Efforts to visualize multivariate densities necessarily involve the use of cross-sections, or, equivalently, conditional densities. All statistical researchers seeking more flexible models than those provided by classical models will find conditionally specified distributions of interest.

Inhalt
Conditional Specification: Concepts and Theorems.- Exact and Near Compatibility in Distributions with Finite Support Sets.- Distributions with Normal Conditionals.- Conditionals in Exponential Families.- Other Conditionally Specified Families.- Improper and Nonstandard Models.- Characterizations Involving Conditional Moments.- Multivariate Extensions.- Estimation in Conditionally Specified Models.- Marginal and Conditional Specification in General.- Conditional Survival Models.- Applications to Modeling Bivariate Extremes.- Bayesian Analysis Using Conditionally Specified Models.- Conditional Specification Versus Simultaneous Equation Models.- Paella.