Model Choice in Nonnested Families. 1st ed. 2016

種類:

電子ブック

責任表示:

by Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016

著者名:

• Pereira, Basilio de Bragança.
• Pereira, Carlos Alberto de Bragança.
• SpringerLink (Online service)

シリーズ名:

SpringerBriefs in Statistics ;

ISBN:

9783662537367 [3662537362]    

注記:

Preliminaries -- Frequentist Methods -- Bayesian Methods -- Support and Simulation Methods -- Maximum Likelihood Estimation -- Index.
This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.

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