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Model Choice in Nonnested Families

PEREIRA, Basilio de Bragança - Personal Name; PEREIRA, Carlos Alberto de Bragança - Personal Name;

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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Detail Information
Series Title
SpringerBriefs in Statistics
Call Number
-
Publisher
Berlin : Springer Berlin, Heidelberg., 2016
Collation
X, 96; 3 b/w illustrations, 2 illustrations in colour
Language
English
ISBN/ISSN
978-3-662-53735-0
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
1
Subject(s)
Economics
Management
Finance
Statistical Theory and Methods
Statistics in Business
Insurance
Statistics and Computing
Econometrics
Biostatistics
Specific Detail Info
-
Statement of Responsibility
Carlos Alberto de Bragança Pereira
Other Information
Cataloger
SUCI
Source
-
Validator
TAUFIK
Other version/related

No other version available

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