Model Choice in Nonnested Families

Download or read book Model Choice in Nonnested Families written by Basilio de Bragança Pereira and published by Springer. This book was released on 2016-12-30 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.