Conditional Specification of Statistical Models

Conditional Specification of Statistical Models

Barry C. Arnold , Enrique Castillo , Jose-Maria Sarabia
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May 31, 2009 · English · eBook (411 pages)
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Book Details

Format eBook
Pages 411
Language English
Published May 31, 2009
Publisher Springer
ISBN-10 1280010622
ISBN-13 9781280010620

Description

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 dimished importance today. Questions of compatibility of conditional and marginal specifications of distributions are of fundamental importance in modeling scenarios. Models with conditionals in exponential families are particularly tractable and provide useful models in a broad variety of settings.
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