Model Choice in Nonnested Families

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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 limitation...

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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 limitation...

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  • Formats: pdf
  • ISBN: 9783662537367
  • Publication Date: 30 Dec 2016
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM