Model Choice in Nonnested Families / SpringerBriefs in Statistics (PDF)
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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.
Carlos Alberto de Bragança Pereira is a Professor of Statistics at the University of Sao Paulo in Brazil.
- Autoren: Basilio de Bragança Pereira , Carlos Alberto de Bragança Pereira
- 2016, 1st ed. 2016, 96 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3662537362
- ISBN-13: 9783662537367
- Erscheinungsdatum: 30.12.2016
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- Größe: 1.99 MB
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