Titlebook: Conditional Specification of Statistical Models; Barry C. Arnold,Enrique Castillo,José María Sarabi Book 1999 Springer Science+Business Me

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https://doi.org/10.1007/978-3-642-16007-3els not fitting into the exponential family paradigm. No general theorem analogous to Theorem 4.1 is available and results are obtained on a case by case basis. The key tools are of course Theorems 1.3 and 1.4 which permit us to solve the functional equations characterizing many conditionally specified models.

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Transactions on Computational Science VIIIo our main theme or because of their sometimes preliminary state of development, they have been collected in this chapter. Some of them promise considerable future development. They are presented in no particular order; tasty ingredients, thoroughly mixed, as a paella should be.

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Conditional Specification: Concepts and Theorems,at a given bivariate family of densities will contain a member which will adequately describe the given phenomenon. We contend that it is often easier to visualize conditional densities or features of conditional densities than marginal or joint densities. Thus to cite a classical example, it is not

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Distributions with Normal Conditionals,the classical bell-shaped bivariate normal that we are so familiar with. But such distributions do exist and have actually been at least partially known and understood for more than 50 years. After reviewing the history of such distributions we focus on developing a convenient parametric representat

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Other Conditionally Specified Families,els not fitting into the exponential family paradigm. No general theorem analogous to Theorem 4.1 is available and results are obtained on a case by case basis. The key tools are of course Theorems 1.3 and 1.4 which permit us to solve the functional equations characterizing many conditionally specif

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Marginal and Conditional Specification in General,ssible such specifications. Considerable progress can be made in this direction. A key result is a uniqueness theorem due to Gelman and Speed (1993). However, the issue is clouded by the existence of certain non-standard examples dating back at least to Seshadri and Patil (1964). We will begin by su

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