Conditional specification of statistical models.
type: Item
instance of: scholarly article
title: Conditional specification of statistical models.
zbMATH Open document ID: 0932.62001
author: Barry C. Arnold
author: José María Sarabia
author: Enrique Castillo
published in: Springer Series in Statistics
publication date: 2000-01-20T00:00:00Z
review text: This book is an expanded up-to-date version of our Lecture Notes in Statistics monograph from 1992, entiteled ``Conditionally specified distributions'', see the review Zbl 0749.62002. Chapters in that monograph have been edited, expanded and brought up-to-date. The concept of conditional specification of distributions is not new but, except in normal families, it has not been well developed in the literature. Computational difficulties undoubtedly hindered or discouraged developments in this direction. However, such roadblocks are of diminished importance today. Questions of compatibility of conditional and marginal specifications of distributions are of fundamental importance in modeling scenarios. Such issues are carefully analyzed in this book. Building on a normal conditionals model, a broad spectrum of conditionally specified models is developed. Models with conditionals in exponential families are particularly tractable and provide useful models in a broad variety of settings.
Mathematics Subject Classification ID: 62-02
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 1391396
zbMATH Keywords: exact compatibility
zbMATH Keywords: near compatibility
zbMATH Keywords: normal conditionals
zbMATH Keywords: exponential families
zbMATH Keywords: improper models
zbMATH Keywords: nonstandard models
zbMATH Keywords: characterizations
zbMATH Keywords: multivariate extensions
zbMATH Keywords: estimation
zbMATH Keywords: marginal specification
zbMATH Keywords: survival models
zbMATH Keywords: bivariate extremes
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: simultaneous equation models
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: b97592
OpenAlex ID: W4206821602
DOI: 10.1007/B97592
description: scientific article; zbMATH DE number 1391396