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Conditionally Specified Distributions

  • Conference proceedings
  • © 1992

Overview

Authors:
  1. Barry C. Arnold

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

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  2. Enrique Castillo

    1. Departamento de Economia, Universidad de Cantabria, Santander, Spain

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  3. José-Mariá Sarabia

    1. Departamento de Economia, Universidad de Cantabria, Santander, Spain

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Part of the book series: Lecture Notes in Statistics (LNS, volume 73)

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Table of contents (11 papers)

  1. Front Matter

    Pages i-xii
    Download chapter PDF

  2. Conditional Specification

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 1-6

  3. Basic Theorems

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 7-19

  4. Distributions with normal conditionals

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 20-34

  5. Conditionals in Exponential Families

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 35-54

  6. Other conditionally specified families

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 55-76

  7. Impossible Models

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 77-86

  8. Characterizations involving conditional moments

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 87-96

  9. Multivariate extensions

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 97-108

  10. Parameter estimation in conditionally specified models

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 109-129

  11. Simulations

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 130-136

  12. Bibliographic Notes

    • Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia
    Pages 137-140

  13. Back Matter

    Pages 141-155
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Keywords

About this book

The concept of conditional specification is not new. It is likely that earlier investigators in this area were deterred by computational difficulties encountered in the analysis of data following con­ ditionally specified models. Readily available computing power has swept away that roadblock. A broad spectrum of new flexible models may now be added to the researcher's tool box. This mono­ graph provides a preliminary guide to these models. Further development of inferential techniques, especially those involving concomitant variables, is clearly called for. We are grateful for invaluable assistance in the preparation of this monograph. In Riverside, Carole Arnold made needed changes in grammer and punctuation and Peggy Franklin miraculously transformed minute hieroglyphics into immaculate typescript. In Santander, Agustin Manrique ex­ pertly transformed rough sketches into clear diagrams. Finally, we thank the University of Cantabria for financial support which made possible Barry C. Arnold's enjoyable and productive visit to S- tander during the initial stages of the project. Barry C. Arnold Riverside, California USA Enrique Castillo Jose Maria Sarabia Santander, Cantabria Spain January, 1991 Contents 1 Conditional Specification 1 1.1 Why? ............. ........ . 1 1.2 How may one specify a bivariate distribution? 2 1.3 Early work on conditional specification 4 1.4 Organization of this monograph . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 5 2 Basic Theorems 7 Compatible conditionals: The finite discrete case.

Authors and Affiliations

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

    Barry C. Arnold

  • Departamento de Economia, Universidad de Cantabria, Santander, Spain

    Enrique Castillo, José-Mariá Sarabia

Bibliographic Information

  • Book Title: Conditionally Specified Distributions

  • Authors: Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-2912-4

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1992

  • Softcover ISBN: 978-0-387-97794-2Published: 11 June 1992

  • eBook ISBN: 978-1-4612-2912-4Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XIV, 151

  • Number of Illustrations: 1 b/w illustrations

  • Topics: Functional Analysis, Statistics, general, Probability Theory and Stochastic Processes

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