Model Choice in Nonnested Families / / by Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira

• Autore: Pereira Basilio de Bragança
• Pubblicazione: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2016
• Edizione: 1st ed. 2016.
• Descrizione fisica: 1 online resource (X, 96 p. 5 illus., 2 illus. in color.)
• Disciplina: 519.5
• Soggetto topico: Statistics; Biometry; Econometrics; Mathematical statistics - Data processing; Statistical Theory and Methods; Statistics in Business, Management, Economics, Finance, Insurance; Biostatistics; Statistics and Computing
• Persona (resp. second.): PereiraCarlos Alberto de Bragança
• Nota di bibliografia: Includes bibliographical references at the end of each chapters and index.
• Nota di contenuto: Preliminaries -- Frequentist Methods -- Bayesian Methods -- Support and Simulation Methods -- Maximum Likelihood Estimation -- Index.
• Sommario/riassunto: 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.
• Titolo autorizzato: Model Choice in Nonnested Families
• ISBN: 3-662-53736-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910158707503321
• Lo trovi qui: Univ. Federico II
• Serie: SpringerBriefs in Statistics, . 2191-5458