Model Choice in Nonnested Families
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 a...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2016.
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Edición: | 1st ed. 2016. |
Colección: | SpringerBriefs in Statistics,
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Temas: | |
Acceso en línea: | Texto Completo |
Sumario: | 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. |
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Descripción Física: | X, 96 p. 5 illus., 2 illus. in color. online resource. |
ISBN: | 9783662537367 |
ISSN: | 2191-5458 |