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Model Choice in Nonnested Families by Basilio de Bragança Pereira

Model Choice in Nonnested Families

by Basilio de Bragança Pereira
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Book cover type: Paperback
  • ISBN13: 9783662537350
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 96
  • Original Price: EUR 54.99
  • Language: English
  • Edition: 2016
  • Item Weight: 176 grams
  • BISAC Subject(s): Probability & Statistics / General, Statistics, and Biostatistics

From the Back Cover

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.

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.

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