Model Choice in Nonnested Families

1. Auflage 2016
ISBN: 978-3-662-53735-0
Verlag: Springer

Buch, Englisch, 96 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1766 g

Reihe: SpringerBriefs in Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Pereira, Basilio de Bragança

Pereira, Carlos Alberto de Bragança

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Naturwissenschaften Biowissenschaften Angewandte Biologie Biomathematik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Preliminaries.- Frequentist Methods.- Bayesian Methods.- Support and Simulation Methods.- Maximum Likelihood Estimation.- Index.

Über Autor(innen)

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.