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Conditional Specification of Statistical Models

  • Book
  • © 1999

Overview

Editors:
  1. Barry C. Arnold

    1. Department of Statistics, University of California-Riverside, Riverside, USA

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  2. Enrique Castillo

    1. Department de Mathematica Aplicanda y Ciencas de las Computacion, University of Cantabria, Santander, Spain

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  3. José María Sarabia

    1. Departmento de Economia (Statistics) Facultad de Ciencas Econimicas y EE, University of Cantabria, Santander, Spain

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Part of the book series: Springer Series in Statistics (SSS)

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Table of contents (15 chapters)

  1. Front Matter

    Pages I-XVI
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  2. Conditional Specification: Concepts and Theorems

    Pages 1-17

  3. Exact and Near Compatibility in Distributions with Finite Support Sets

    Pages 19-52

  4. Distributions with Normal Conditionals

    Pages 53-74

  5. Conditionals in Exponential Families

    Pages 75-101

  6. Other Conditionally Specified Families

    Pages 103-131

  7. Improper and Nonstandard Models

    Pages 133-145

  8. Characterizations Involving Conditional Moments

    Pages 147-173

  9. Multivariate Extensions

    Pages 175-196

  10. Estimation in Conditionally Specified Models

    Pages 197-228

  11. Marginal and Conditional Specification in General

    Pages 229-254

  12. Conditional Survival Models

    Pages 255-274

  13. Applications to Modeling Bivariate Extremes

    Pages 275-292

  14. Bayesian Analysis Using Conditionally Specified Models

    Pages 293-336

  15. Conditional Specification Versus Simultaneous Equation Models

    Pages 337-351

  16. Paella

    Pages 353-370

  17. Back Matter

    Pages 371-413
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Keywords

Reviews

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."

Editors and Affiliations

  • Department of Statistics, University of California-Riverside, Riverside, USA

    Barry C. Arnold

  • Department de Mathematica Aplicanda y Ciencas de las Computacion, University of Cantabria, Santander, Spain

    Enrique Castillo

  • Departmento de Economia (Statistics) Facultad de Ciencas Econimicas y EE, University of Cantabria, Santander, Spain

    José María Sarabia

Bibliographic Information

  • Book Title: Conditional Specification of Statistical Models

  • Editors: Barry C. Arnold, Enrique Castillo, José María Sarabia

  • Series Title: Springer Series in Statistics

  • DOI: https://doi.org/10.1007/b97592

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1999

  • Hardcover ISBN: 978-0-387-98761-3Published: 14 October 1999

  • Softcover ISBN: 978-1-4757-7260-9Published: 08 March 2013

  • eBook ISBN: 978-0-387-22588-3Published: 02 June 2007

  • Series ISSN: 0172-7397

  • Series E-ISSN: 2197-568X

  • Edition Number: 1

  • Number of Pages: XVI, 416

  • Topics: Statistical Theory and Methods

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