Barry C. Arnold, Enrique Castillo, Jose M. Sarabia

Conditional Specification of Statistical Models (eBook, PDF)

• Format: PDF

Produktbeschreibung

This research monograph will be of interest to mathematical statisticians.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 416
• Erscheinungstermin: 2. Juni 2007
• Englisch
• ISBN-13: 9780387225883
• Artikelnr.: 43999345

Inhaltsangabe

Conditional Specification: Concepts and Theorems.- Exact and Near Compatibility in Distributions with Finite Support Sets.- Distributions with Normal Conditionals.- Conditionals in Exponential Families.- Other Conditionally Specified Families.- Improper and Nonstandard Models.- Characterizations Involving Conditional Moments.- Multivariate Extensions.- Estimation in Conditionally Specified Models.- Marginal and Conditional Specification in General.- Conditional Survival Models.- Applications to Modeling Bivariate Extremes.- Bayesian Analysis Using Conditionally Specified Models.- Conditional Specification Versus Simultaneous Equation Models.- Paella.

Rezensionen

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."