Model Choice in Nonnested Families (SpringerBriefs in Statistics)

Basilio de Bragança Pereira

  • 出版商: Springer
  • 出版日期: 2017-01-06
  • 售價: $2,690
  • 貴賓價: 9.5$2,556
  • 語言: 英文
  • 頁數: 108
  • 裝訂: Paperback
  • ISBN: 3662537354
  • ISBN-13: 9783662537350
  • 相關分類: 機率統計學 Probability-and-statistics
  • 下單後立即進貨 (約1週~2週)

商品描述

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.