کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5129803 | 1489854 | 2017 | 8 صفحه PDF | دانلود رایگان |
Suppose that, to assess the joint distribution of a random vector (X1,â¦,Xn), one selects the kernels Q1,â¦,Qn with Qi to be regarded as a possible conditional distribution for Xi given (Xj:jâ i); Q1,â¦,Qn are compatible if there exists a joint distribution for (X1,â¦,Xn) with conditionals Q1,â¦,Qn. Similarly, Q1,â¦,Qn are improperly compatible if they can be obtained, according to the usual rule, with an improper distribution in place of a probability distribution. In this paper, compatibility and improper compatibility of Q1,â¦,Qn are characterized under some assumptions on their functional form. The characterization applies, in particular, if each Qi belongs to a one parameter exponential family. Special attention is paid to Gaussian conditional autoregressive models.
Journal: Statistics & Probability Letters - Volume 125, June 2017, Pages 9-16