Conditional Specification of Statistical Models

✍ Scribed by Barry C. Arnold, Enrique Castillo, José María Sarabia (eds.)

Publisher: Springer-Verlag New York
Year: 1999
Tongue: English
Leaves: 418
Series: Spinger Series in Statistics
Edition: 1
Category: Library

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✦ Synopsis

From the reviews:

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

"…clearly written and accessible with relatively few mathematical prerequisites. I found surprisingly few typographical errors; the authors are to be congratulated for this…Each chapter contains numerous exercises. These exercises appear to be at an appropriate level for a graduate course in statistics, and appear to provide appropriate reinforcement for the material in the preceding chapters."

B.J.T. Morgan in "Short Book Reviews", Vol. 20/3, December 2000

"The book is well written, and presents clearly an important and developing subject."

✦ Table of Contents

Front Matter....Pages I-XVI
Conditional Specification: Concepts and Theorems....Pages 1-17
Exact and Near Compatibility in Distributions with Finite Support Sets....Pages 19-52
Distributions with Normal Conditionals....Pages 53-74
Conditionals in Exponential Families....Pages 75-101
Other Conditionally Specified Families....Pages 103-131
Improper and Nonstandard Models....Pages 133-145
Characterizations Involving Conditional Moments....Pages 147-173
Multivariate Extensions....Pages 175-196
Estimation in Conditionally Specified Models....Pages 197-228
Marginal and Conditional Specification in General....Pages 229-254
Conditional Survival Models....Pages 255-274
Applications to Modeling Bivariate Extremes....Pages 275-292
Bayesian Analysis Using Conditionally Specified Models....Pages 293-336
Conditional Specification Versus Simultaneous Equation Models....Pages 337-351
Paella....Pages 353-370
Back Matter....Pages 371-413

✦ Subjects

Statistical Theory and Methods

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