The centered normal conditionals distribution

Abstract

In this paper, we discuss some aspects of the distribution theory associated with the centered bivariate normal conditionals distribution including discussion of its marginal distributions. We calculate the maximum likelihood and pseudolikelihood estimators. We propose a simplified moment based method of estimation. Finally, we discuss generalizations to higher dimensions.

Keywords:

• Centered conditional distribution
• confluent hypergeometric function
• pseudolikelihood estimators
• consistent estimation