Conditional specification of statistical models: Classical models, new developments and challenges

Barry C. Arnold and José María Sarabia

Journal of Multivariate Analysis, 2022, vol. 188, issue C

Abstract: In a bivariate distribution, it is sometimes easier to visualize conditional distributions of experimental variables rather than the joint distribution. In this sense, the subject of conditional specification of distributions has become an active field of research in recent years as part of multivariate analysis. In this article we summarize some of the main aspects of models with conditional specification. In addition, we highlight the most relevant aspects of these models and establish some challenges that we will face in the coming years.

Keywords: Exponential family; Functional equations; Normal conditionals; Pseudo-likelihood estimation (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.jmva.2021.104801

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