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Model choice in nonnested families
- 作者: Pereira, Basilio de Braganca, author.
- 其他作者:
- 其他題名:
- SpringerBriefs in statistics.
- 出版: Berlin, Heidelberg : Springer Berlin Heidelberg :Imprint: Springer
- 叢書名: SpringerBriefs in statistics,
- 主題: Mathematical statistics. , Bayesian statistical decision theory. , Statistics. , Statistical Theory and Methods. , Statistics for Business/Economics/Mathematical Finance/Insurance. , Statistics for Life Sciences, Medicine, Health Sciences. , Econometrics. , Biostatistics. , Statistics and Computing/Statistics Programs.
- ISBN: 9783662537367 (electronic bk.) 、 9783662537350 (paper)
- FIND@SFXID: CGU
- 資料類型: 電子書
- 內容註: Preliminaries -- Frequentist Methods -- Bayesian Methods -- Support and Simulation Methods -- Maximum Likelihood Estimation -- Index.
- 摘要註: 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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讀者標籤:
- 系統號: 005377521 | 機讀編目格式