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Hardcover
Published: 14th October 1999
ISBN: 9780387987613
Number Of Pages: 416
Paperback
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Published: 8th March 2013Efforts 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.
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."
| Conditional Specification | |
| Basic Theorems | |
| Exact and Almost-Exact Compatibility in Discrete Distributions | |
| Distributions with Normal Conditionals | |
| Conditionals in Exponential Families | |
| Other Conditionally Specified Families | |
| Impossible Models | |
| Characterizations Involving Conditional Moments | |
| Multivariate Extensions | |
| Parameter Estimation in Conditionally Specified Models | |
| Simulations | |
| Marginal and Conditional Specification of Distributions | |
| Conditional Survival Models | |
| Bivariate Extreme Models Based on CS | |
| Bayesian Analysis Using Conditionally Specified Models | |
| Conditional Specification of Simultaneous Equation Models | |
| Other Conditional Specification Cases | |
| Table of Contents provided by Publisher. All Rights Reserved. |
ISBN: 9780387987613
ISBN-10: 0387987614
Series: Springer Series in Statistics
Audience:
Professional
Format:
Hardcover
Language:
English
Number Of Pages: 416
Published: 14th October 1999
Publisher: SPRINGER VERLAG GMBH
Country of Publication: US
Dimensions (cm): 24.13 x 15.95
x 2.49
Weight (kg): 0.68
