Conditional specification of statistical models.
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.
scientific article; zbMATH DE number 1391396