Author | Arnold, Barry C. author |
---|---|
Title | Conditionally Specified Distributions [electronic resource] / by Barry C. Arnold, Enrique Castillo, Josรฉ-Mariรก Sarabia |
Imprint | New York, NY : Springer New York, 1992 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-2912-4 |
Descript | XIV, 151 p. 1 illus. online resource |
1 Conditional Specification -- 1.1 Why? -- 1.2 How may one specify a bivariate distribution? -- 1.3 Early work on conditional specification -- 1.4 Organization of this monograph -- 2 Basic Theorems -- 2.1 Compatible conditionals: The finite discrete case -- 2.2Compatibility in more general settings -- 2.3Uniqueness -- 2.4 Conditionals in prescribed families -- 2.5 An example -- 3 Distributions with normal conditionals -- 3.1 Variations on the classical bivariate normal theme -- 3.2 Normal conditionals -- 3.3 Properties of the normal conditionals distribution -- 3.4 The centered model -- 4 Conditionals in Exponential Families -- 4.1 Introduction -- 4.2 Distributions with conditionals in given exponential families -- 4.3 Dependence in CEF distributions -- 4.4 Examples -- 5 Other conditionally specified families -- 5.1 Introduction -- 5.2 Bivariate Distributions with Pareto conditionals -- 5.3 Some extensions of the Pareto case -- 5.4 Bivariate distributions with Cauchy conditionals -- 5.5 Bivariate distributions with uniform conditionals -- 5.6 Possibly translated exponential conditionals -- 5.7 Bivariate distributions with scaled beta conditionals -- 5.8 Weibull and logistic conditionals -- 5.9 Mixtures -- 6 Impossible Models -- 6.1 Introduction -- 6.2 Logistic Regression -- 6.3 Uniform conditionals -- 6.4 Exponential and Weibull conditionals -- 6.5 Measurement error models -- 6.6 Stochastic processes and Wohler fields -- 6.6.1 The Gumbel-Gumbel model -- 6.6.2 The Wei bull-Weibull model -- 7 Characterizations involving conditional moments -- 7.1 Introduction -- 7.2 Mardiaโs bivariate Pareto distribution -- 7.3Linear regressions with conditionals in exponential families -- 7.4Linear regressions with conditionals in location families -- 7.5Specified regressions with conditionals in scale families -- 7.6 Conditionals in location-scale families with specified moments -- 8 Multivariate extensions -- 8.1 Extension by underlining -- 8.2 Compatibility in 3 dimensions -- 8.3 Conditionals in prescribed families -- 8.4 Conditionals in exponential families -- 8.5 Examples -- 8.6 Further extension by underlining -- 9 Parameter estimation in conditionally specified models -- 9.1 The ubiquitous norming constant -- 9.2 Maximum likelihood -- 9.3 Pseudolikelihood involving conditional densities -- 9.4 Marginal likelihood -- 9.5 An efficiency comparison -- 9.6 Method of moments estimates -- 9.7 Bayesian estimates -- 10 Simulations -- 10.1 Introduction -- 10.2 The rejection method -- 10.3 Application to models with conditionals in exponential families -- 10.4 Other conditionally specified models -- 10.5 A direct approach not involving rejection -- 11 Bibliographic Notes -- 11.1 Introduction -- 11.2 Basic theorems -- 11.3 Distributions with normal conditionals -- 11.4 Conditionals in exponential families -- 11.5 Other conditionally specified Families -- 11.6 Impossible models -- 11.7 Characterizations involving conditional moments -- 11.8 Multivariate extensions -- 11.9 Parameter estimation in conditionally specified models -- 11.10 Simulations