Basilio de Bragança Pereira,
Carlos Alberto de Bragança Pereira
Model Choice in Nonnested Families
Paperback Engels 2017 9783662537350
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783662537350
Taal:Engels
Bindwijze:paperback
Uitgever:Springer Berlin Heidelberg
Lezersrecensies
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Inhoudsopgave
Preliminaries.- Frequentist Methods.- Bayesian Methods.- Support and Simulation Methods.- Maximum Likelihood Estimation.- Index.
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