Model Choice in Nonnested Families (SpringerBriefs in Statistics)
暫譯: 非嵌套模型選擇(SpringerBriefs in Statistics)
Basilio de Bragança Pereira
- 出版商: Springer
- 出版日期: 2017-01-06
- 售價: $2,610
- 貴賓價: 9.5 折 $2,480
- 語言: 英文
- 頁數: 108
- 裝訂: Paperback
- ISBN: 3662537354
- ISBN-13: 9783662537350
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相關分類:
機率統計學 Probability-and-statistics
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商品描述
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.
商品描述(中文翻譯)
本書討論了當統計模型是分開的(也稱為非嵌套)時的模型選擇問題。第一章提供了介紹、激勵性範例以及該問題的一般概述。第二章介紹了該問題的經典或頻率主義方法,以及幾種替代程序及其特性。第三章探討了貝葉斯方法、經典貝葉斯因子的限制以及為克服這些限制而提出的替代貝葉斯因子。它還討論了一種顯著性貝葉斯程序。最後,第四章檢視了純似然方法。整本書中提供了各種真實數據範例和計算機模擬。