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Conditional Specification of Statistical Models de Barry C. Arnold

Conditional Specification of Statistical Models: Springer Series in Statistics

Autor Barry C. Arnold, Enrique Castillo, Jose M. Sarabia
en Limba Engleză Hardback – 14 oct 1999

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Specificații

ISBN-13: 9780387987613
ISBN-10: 0387987614
Pagini: 434
Ilustrații: XVI, 416 p.
Dimensiuni: 160 x 241 x 29 mm
Greutate: 0.76 kg
Ediția:1999
Editura: Springer
Colecția Springer Series in Statistics
Seria Springer Series in Statistics

Locul publicării:New York, NY, United States

Public țintă

Research

Cuprins

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.

Recenzii

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."

Notă biografică

Barry C. Arnold, PhD, is Distinguished Professor in the Statistics Department at the University of California, Riverside. He is a Fellow of the American Statistical Society, the American Association for the Advancement of Science, the Institute of Mathematical Statistics and is an elected member of the International Statistical Institute. He is the author of more than two hundred publications and eight books.
José María Sarabia, PhD, is Professor of Statistics and Quantitative Methods in Business and Economics in the Department of Economics at the University of Cantabria, Spain. He is author of more than one hundred and fifty publications and ten books and is an associate editor of several journals including TEST, Communications in Statistics, and Journal of Statistical Distributions and Applications.