Dependence Models via Hierarchical Structures

Auteur
Luis E. Nieto-Barajas is Full Professor and Head of the Department of Statistics at the Instituto Tecnológico Autónomo de México (ITAM). He was previously President of the Mexican Statistical Association (20202021). For his thesis, he won the Savage Award (2001) and Francisco Aranda Ordaz Awards (20022004).

Texte du rabat

Intended for senior undergraduate and postgraduate students, this text explores how to construct dependence models including exchangeable, Markov, temporal and spatial models. Readers are empowered to be creative and construct their own dependence models. Examples appear throughout, and multiple applications with data and code are provided.

Contenu

1. Introduction; 2. Conjugate models; 3. Exchangeable sequences; 4. Markov sequences; 5. General dependent sequences; 6. Temporal dependent sequences; 7. Spatial dependent sequences; 8. Multivariate dependent sequences; Appendix. Data sets; References; Index.