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The focus of this monograph is the study of general classes of conditionally specified distributions. until recently, the analysis of data using conditionally specified models was regarded as computationally difficult, but the advent of readily available computing power has re-invigorated interest in this topic. The authors' aim is to present a guide to conditionally specified models and to consider estimation and simulation methods for such models. The book begins by surveying joint distributions in a variety of settings and presenting results on functional equations which are used throughout the text. Subsequent chapters cover a wide variety of families of conditional distriburions, extensions to multivariate situations, and the application to estimation techniques (both classical and Bayesian) and simulation techniques.
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The focus of this monograph is the study of general classes of conditionally specified distributions. until recently, the analysis of data using conditionally specified models was regarded as computationally difficult, but the advent of readily available computing power has re-invigorated interest in this topic. The authors' aim is to present a guide to conditionally specified models and to consider estimation and simulation methods for such models. The book begins by surveying joint distributions in a variety of settings and presenting results on functional equations which are used throughout the text. Subsequent chapters cover a wide variety of families of conditional distriburions, extensions to multivariate situations, and the application to estimation techniques (both classical and Bayesian) and simulation techniques.
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Conditionally specified distributions (Lecture notes in statistics)
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