Titlebook: Conditional Specification of Statistical Models; Barry C. Arnold,Enrique Castillo,José María Sarabi Book 1999 Springer Science+Business Me

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Elke Moons,Tom Brijs,Geert WetsStandard estimation strategies are often difficult to implement when dealing with conditionally specified models. A variety of techniques, to some degree tailor-made for conditionally specified models, will be suggested in this chapter. The emphasis will be on bivariate models but certain multivariate cases are also discussed.

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Marina L. Gavrilova,C. J. Kenneth TanConditional specification (CS) has been the focus of discussion throughout this book. In two dimensions, we model the joint distribution of (., .) by discussing the distributions of . associated with different values of . and the distribution of . associated with different values of ..

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Multivariate Extensions,As we have seen, conditional specification in two dimensions already presents a plethora of problems and potential modeling scenarios. Much more complicated issues and problems can be expected in higher dimensions.

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https://doi.org/10.1007/978-3-642-01004-0 discrepancy between incompatible conditionals. In addition, they suggests alternative ways in which most nearly compatible distributions can be defined in incompatible cases. A related concept of ∈-compatibility arises naturally in the discussion of incompatible cases.