Model Choice in Nonnested Families / by Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira.

Format:

Book

Author/Creator:

Pereira, Basilio de Bragança, Author.

Pereira, Carlos Alberto de Bragança, Author.

Series:

SpringerBriefs in Statistics, 2191-5458

Language:

English

Subjects (All):

Statistics.

Biometry.

Econometrics.

Mathematical statistics--Data processing.

Mathematical statistics.

Statistical Theory and Methods.

Statistics in Business, Management, Economics, Finance, Insurance.

Biostatistics.

Statistics and Computing.

Local Subjects:

Statistical Theory and Methods.

Statistics in Business, Management, Economics, Finance, Insurance.

Biostatistics.

Econometrics.

Statistics and Computing.

Physical Description:

1 online resource (X, 96 p. 5 illus., 2 illus. in color.)

Edition:

1st ed. 2016.

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2016.

Summary:

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.

Contents:

Preliminaries

Frequentist Methods

Bayesian Methods

Support and Simulation Methods

Maximum Likelihood Estimation

Index.

Notes:

Includes bibliographical references at the end of each chapters and index.

ISBN:

3-662-53736-2