A bivariate distribution can sometimes be characterized completely
by properties of its conditional distributions. The present article surveys
available research in this area. Questions of compatibility of conditional
specifications are addressed as are characterizations of distributions based on
their having conditional distributions that are members of prescribed
parametric families of distributions. The topics of compatibility and near
compatibility of conditional distributions are discussed. Estimation strategies
for conditionally specified distributions are summarized. Additionally, certain
conditionally specified densities are shown to provide convenient flexible
conjugate prior families in certain multi- parameter Bayesian settings.
Publié le : 2001-08-14
Classification:
Compatibility,
near-compatibility,
normal conditionals,
conjugate priors,
functional equations,
exponential families
@article{1009213728,
author = {Arnold, Barry C. and Castillo, Enrique and Sarabia, Jos\'e Mar\'\i a},
title = {Conditionally Specified Distributions: An Introduction (with
comments and a rejoinder by the authors)},
journal = {Statist. Sci.},
volume = {16},
number = {2},
year = {2001},
pages = { 249-274},
language = {en},
url = {http://dml.mathdoc.fr/item/1009213728}
}
Arnold, Barry C.; Castillo, Enrique; Sarabia, José María. Conditionally Specified Distributions: An Introduction (with
comments and a rejoinder by the authors). Statist. Sci., Tome 16 (2001) no. 2, pp. 249-274. http://gdmltest.u-ga.fr/item/1009213728/