Conditional Specification of Statistical Models - Barry C. Arnold

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Résumé :
This research monograph will be of interest to mathematical statisticians....

Biographie:
Carlos A. Coelho is a Full Professor at the Mathematics Department of Nova University of Lisbon, Portugal. He obtained his Ph.D. in Biostatistics from the University of Michigan, USA. An Elected Member of the International Statistical Institute, he is primarily pursuing research in the fields of mathematical statistics and distribution theory, e.g. exact and near-exact distributions for likelihood ratio statistics used in multivariate analysis. Barry C. Arnold is a Distinguished Professor in the Department of Statistics at the University of California, Riverside, USA. He holds a Ph.D. in Statistics from Stanford University. He is a Fellow of both the American Statistical Association and the Institute of Mathematical Statistics and a former Elected Member of the International Statistical Institute. His research interests include multivariate models, inequality measurement and ordered data....

Sommaire:
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.

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.