Model Choice in Nonnested Families

• Κύριοι συγγραφείς: Pereira, Basilio de Bragança (Συγγραφέας), Pereira, Carlos Alberto de Bragança (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: Statistics.; Biostatistics.; Econometrics.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics for Life Sciences, Medicine, Health Sciences.; Statistics and Computing/Statistics Programs.
• Φυσική περιγραφή: X, 96 p. 5 illus., 2 illus. in color. online resource.
• ISBN: 9783662537367
• ISSN: 2191-544X

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.