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Conditional Specification of Statistical Models : Springer Series in Statistics - Barry C. Arnold

Conditional Specification of Statistical Models

Springer Series in Statistics

Hardcover Published: 14th October 1999
ISBN: 9780387987613
Number Of Pages: 416

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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.

Industry Reviews

From the reviews:


"...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
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
Country of Publication: US
Dimensions (cm): 24.13 x 15.95  x 2.49
Weight (kg): 0.68