TY  - BOOK
AU  - Pereira,Basilio de Bragança
AU  - Pereira,Carlos Alberto de Bragança
ED  - SpringerLink (Online service)
TI  - Model Choice in Nonnested Families
T2  - SpringerBriefs in Statistics,
SN  - 9783662537367
AV  - QA276-280 
U1  - 519.5 23
PY  - 2016///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg, Imprint: Springer
KW  - Mathematical statistics
KW  - Statistics
KW  - Econometrics
KW  - Statistical methods
KW  - Statistical Theory and Methods
KW  - Statistics for Business/Economics/Mathematical Finance/Insurance
KW  - Statistics for Life Sciences, Medicine, Health Sciences
KW  - Biostatistics
KW  - Statistics and Computing/Statistics Programs
N1  - Preliminaries -- Frequentist Methods -- Bayesian Methods -- Support and Simulation Methods -- Maximum Likelihood Estimation -- Index
N2  - 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
UR  - https://doi.org/10.1007/978-3-662-53736-7
ER  -