Model Choice in Nonnested Families (SpringerBriefs in Statistics) - Softcover

Pereira, Basilio De Bragança; Pereira, Carlos Alberto De Bragança

Softcover

ISBN 10: 3662537354 ISBN 13: 9783662537350

Publisher: Springer, 2017

Synopsis

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.

About this title

About the Author

Basilio de Bragança Pereira is a Professor of Biostatistics and of Applied Statistics at the Federal University of Rio de Janeiro in Brazil.

Carlos Alberto de Bragança Pereira is a Professor of Statistics at the University of Sao Paulo in Brazil.

From the Back Cover

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.

Edition details

• Publisher: Springer
• Publication date: 2017
• Language: English
• ISBN 10: 3662537354
• ISBN 13: 9783662537350
• Binding: Paperback
• Edition number: 1
• Number of pages: 106