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 · Английский · электронная книга (411 страницы)
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Детали книги

Формат электронная книга
Страницы 411
Язык Английский
Опубликовано May 31, 2009
Издатель Springer
ISBN-10 1280010622
ISBN-13 9781280010620

Описание

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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