Model Choice in Nonnested Families

• Main Authors: Pereira, Basilio de Bragança (Author), Pereira, Carlos Alberto de Bragança (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016.
• Series: SpringerBriefs in Statistics,
• Subjects: 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.

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 a...

Table of Contents:

• Preliminaries
• Frequentist Methods
• Bayesian Methods
• Support and Simulation Methods
• Maximum Likelihood Estimation
• Index.