Business & Economics Books:

Model Choice in Nonnested Families

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Description

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.

Author Biography:

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.
Release date Australia
January 6th, 2017
Audience
  • Professional & Vocational
Edition
1st ed. 2016
Illustrations
2 Illustrations, color; 3 Illustrations, black and white; X, 96 p. 5 illus., 2 illus. in color.
Pages
96
Dimensions
155x235x6
ISBN-13
9783662537350
Product ID
26136827

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