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Model choice in nonnested families

By: Pereira, Basilio de Bragança.
Contributor(s): Pereira, Carlos Alberto de Braganca.
Series: Springer breifs in statistics. Publisher: Germany Springer 2016Description: x, 96p.ISBN: 9783662537350.Subject(s): Mathematical statistics | Bayesian statistical decision theory | StatisticsDDC classification: 519.5 | P414m Summary: his 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.
List(s) this item appears in: New Arrival 1-7 Jan. 2018 | Math 2017-18
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Item type Current location Collection Call number Status Date due Barcode Item holds
Books Books P K Kelkar Library, IIT Kanpur
General Stacks 519.5 P414m (Browse shelf) Available A183390
Total holds: 0

his 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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