Barry C. Arnold,
Enrique Castillo,
Jose M. Sarabia
Conditional Specification of Statistical Models
Paperback Engels 2013 9781475772609Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
Efforts to visualize multivariate densities necessarily involve the use of cross-sections, or, equivalently, conditional densities. This book focuses on distributions that are completely specified in terms of conditional densities. They are appropriately used in any modeling situation where conditional information is completely or partially available. All statistical researchers seeking more flexible models than those provided by classical models will find conditionally specified distributions of interest.
Specificaties
ISBN13:9781475772609
Taal:Engels
Bindwijze:paperback
Aantal pagina's:416
Uitgever:Springer New York
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Inhoudsopgave
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.
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