SpringerBriefs in Statistics

Pereira, Basilio de Bragança; Pereira, Carlos Alberto de Bragança

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.

Details

Published by: Springer

Publication Date: 2017-01-06

Format: Paperback

ISBN-13: 9783662537350

DOI: 10.1007/978-3-662-53736-7

Dimensions: 235cm x155cm

Pages: 96