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Classes Of Bivariate Distributions With Normal And Lognormal Conditionals: A Brief Revision

In: Distribution Models Theory

Author

Listed:
  • J. M. SARABIA

    (Department of Economics, University of Cantabria, Avda. de los Castros s/n., Santander, 39005, Spain)

  • E. CASTILLO

    (Dept. of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. de los Castros s/n., Santander, 39005, Spain)

  • M. PASCUAL

    (Department of Economics, University of Cantabria, Avda. de los Castros s/n., Santander, 39005, Spain)

  • M. SARABIA

    (Department of Business Administration, University of Cantabria, Avda. de los Castros s/n., Santander, 39005, Spain)

Abstract

The present paper is a brief survey of the classes of bivariate distributions with normal and lognormal conditionals. Basic properties including conditional moments, marginal distributions, characterizations, parameterizations, dependence and modality are revised. Estimation and applications of these models are studied. Finally, some extensions of the bivariate conditional normal model are reviewed.

Suggested Citation

  • J. M. Sarabia & E. Castillo & M. Pascual & M. Sarabia, 2006. "Classes Of Bivariate Distributions With Normal And Lognormal Conditionals: A Brief Revision," World Scientific Book Chapters, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco (ed.), Distribution Models Theory, chapter 10, pages 173-187, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812772992_0010
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    Keywords

    Inference; Uncertainty; Copulas; Stochastic Dominance; Bayesian Techniques; Hierarchical Bayesian Model; Poisson-Gamma-Gamma Model; Experience Rating; Specific Fecundity Rates; Fecundity Curves; Topp and Leone Distributions; Waring Distribution; Factorial; Cluster; Discrimination Analyses; Survival Functions;
    All these keywords.

    JEL classification:

    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory

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