Conditional Specification of Statistical Models
(Sprache: Englisch)
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Inhaltsverzeichnis zu „Conditional Specification of Statistical Models “
Conditional Specification: Concepts and Theorems.- Exact and Near Compatibility in Distributions with Finite Support Sets.- Distributions with Normal Conditionals.- Conditionals in Exponential Families.- Other Conditionally Specified Families.- Improper and Nonstandard Models.- Characterizations Involving Conditional Moments.- Multivariate Extensions.- Estimation in Conditionally Specified Models.- Marginal and Conditional Specification in General.- Conditional Survival Models.- Applications to Modeling Bivariate Extremes.- Bayesian Analysis Using Conditionally Specified Models.- Conditional Specification Versus Simultaneous Equation Models.- Paella.
Bibliographische Angaben
- Autoren: Barry C. Arnold , Enrique Castillo , José Maria Sarabia
- 2013, Softcover reprint of the original 1st ed. 1999, XVI, 416 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 1475772602
- ISBN-13: 9781475772609
Sprache:
Englisch
Pressezitat
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."
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