Conditional Specification of Statistical Models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1999
|
| Series: | Spinger Series in Statistics
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | This book is an expanded up-to-date version of our Lecture Notes in Statistics monograph entitled Conditionally Specified Distributions. Chapters in that monograph have been edited, expanded, and brought up-to-date (1998). 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 diminished importance today. Questions of compatibility of conditional and marginal specifications of distributions are of fundamental importance in modeling scenarios. Such issues are carefully analyzed in this book. Building on a normal conditionals model, which dates back at least to Bhattacharyya (1943), a broad spectrum of conditionally specified models is developed. Models with conditionals in exponential families are particularly tractable and provide useful models in a broad variety of settings. Chapter 1 covers basic results on characterization of compatibility of conditional distributions and uniqueness of the corresponding joint distribution in a variety of settings. In addition, important functional equation results are presented. These prove to be basic tools in subsequent development of families of distributions with conditionals in specified parametric families. Chapter 2 is focussed on the finite discrete case. In it, a variety of compatibility and near-compatibility results are described |
| Physical Description: | 1 Online-Ressource (XVI, 416 p) |
| ISBN: | 9780387225883 9780387987613 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/b97592 |
Staff View
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| isbn | 9780387225883 9780387987613 |
| issn | 0172-7397 |
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| spelling | Arnold, Barry C. Verfasser aut Conditional Specification of Statistical Models edited by Barry C. Arnold, Enrique Castillo, José María Sarabia New York, NY Springer New York 1999 1 Online-Ressource (XVI, 416 p) txt rdacontent c rdamedia cr rdacarrier Spinger Series in Statistics 0172-7397 This book is an expanded up-to-date version of our Lecture Notes in Statistics monograph entitled Conditionally Specified Distributions. Chapters in that monograph have been edited, expanded, and brought up-to-date (1998). 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 diminished importance today. Questions of compatibility of conditional and marginal specifications of distributions are of fundamental importance in modeling scenarios. Such issues are carefully analyzed in this book. Building on a normal conditionals model, which dates back at least to Bhattacharyya (1943), a broad spectrum of conditionally specified models is developed. Models with conditionals in exponential families are particularly tractable and provide useful models in a broad variety of settings. Chapter 1 covers basic results on characterization of compatibility of conditional distributions and uniqueness of the corresponding joint distribution in a variety of settings. In addition, important functional equation results are presented. These prove to be basic tools in subsequent development of families of distributions with conditionals in specified parametric families. Chapter 2 is focussed on the finite discrete case. In it, a variety of compatibility and near-compatibility results are described Statistics Mathematical statistics Statistical Theory and Methods Statistik Bedingte Wahrscheinlichkeitsverteilung (DE-588)4294196-9 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Bedingte Wahrscheinlichkeitsverteilung (DE-588)4294196-9 s 1\p DE-604 Statistisches Modell (DE-588)4121722-6 s 2\p DE-604 Castillo, Enrique Sonstige oth Sarabia, José María Sonstige oth https://doi.org/10.1007/b97592 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Arnold, Barry C. Conditional Specification of Statistical Models Statistics Mathematical statistics Statistical Theory and Methods Statistik Bedingte Wahrscheinlichkeitsverteilung (DE-588)4294196-9 gnd Statistisches Modell (DE-588)4121722-6 gnd |
| subject_GND | (DE-588)4294196-9 (DE-588)4121722-6 |
| title | Conditional Specification of Statistical Models |
| title_auth | Conditional Specification of Statistical Models |
| title_exact_search | Conditional Specification of Statistical Models |
| title_full | Conditional Specification of Statistical Models edited by Barry C. Arnold, Enrique Castillo, José María Sarabia |
| title_fullStr | Conditional Specification of Statistical Models edited by Barry C. Arnold, Enrique Castillo, José María Sarabia |
| title_full_unstemmed | Conditional Specification of Statistical Models edited by Barry C. Arnold, Enrique Castillo, José María Sarabia |
| title_short | Conditional Specification of Statistical Models |
| title_sort | conditional specification of statistical models |
| topic | Statistics Mathematical statistics Statistical Theory and Methods Statistik Bedingte Wahrscheinlichkeitsverteilung (DE-588)4294196-9 gnd Statistisches Modell (DE-588)4121722-6 gnd |
| topic_facet | Statistics Mathematical statistics Statistical Theory and Methods Statistik Bedingte Wahrscheinlichkeitsverteilung Statistisches Modell |
| url | https://doi.org/10.1007/b97592 |
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