Other conditionally specified families
Of course, not every conditionally specified model involves exponential families. The present chapter surveys a variety of conditionally specified models not fitting into the exponential family paradigm. No general theorem analogous to Theorem 4.2.1 is available and results are obtained on a case by case basis. The key tools are, of course, Theorems 2.3 and 2.4 which permit us to solve the functional equations characterizing many conditionally specified models.
KeywordsConditional Distribution Conditional Density Joint Density Bivariate Distribution Scale Mixture
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