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Model Choice in Nonnested Families

Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira

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Springer Berlin Heidelberg img Link Publisher

Naturwissenschaften, Medizin, Informatik, Technik / Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik

Beschreibung

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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Schlagwörter

efficiency of false models, Bayesian test, statistical model discrimination, nonnested statistical models, model choice, Bayes factors, Cox test and alternatives, separate statistical models