Model choice in nonnested families [electronic resource] / Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira.

Preface; Contents; 1 Preliminaries; 1.1 Model Choice; 1.2 Types of Problems; 1.3 General Formulation; 1.4 Plan of the Book; 1.5 Bibliographic Notes; References; 2 Frequentist Methods; 2.1 Introduction; 2.2 The Cox Test; 2.2.1 Preliminaries; 2.2.2 Remarks on the Distribution of Tfg; 2.2.3 The Test Procedure; 2.3 A Test Based on a Compound Model; 2.4 Alternative Tests; 2.4.1 Test for Multiple Hypotheses; 2.4.2 Test Based on Nondirectional Divergence; 2.4.3 Test of the Nearest Alternative; 2.4.4 Test Based on the Moment Generating Function; 2.4.5 Two Further Tests

2.5 Efficiencies of False Separate Models2.5.1 Introduction; 2.5.2 Efficiency of a false regression model; 2.6 Properties and Comparisons; 2.6.1 Asymptotic Power; 2.6.2 Monte Carlo Comparison and Behavior; 2.6.3 Test Consistency and Finite-Sample Results; 2.7 Bibliographic Notes; References; 3 Bayesian Methods; 3.1 Introduction; 3.2 Modified Bayes Factors; 3.2.1 Imaginary Training Sample; 3.2.2 Partial Bayes Factor (PBF); 3.2.3 Fractional Bayes Factor (FBF); 3.2.4 Intrinsic Bayes Factor (IBF); 3.2.5 Posterior Bayes Factor (POBF); 3.2.6 Applications; 3.3 Full Bayesian Significance Test (FBST)

3.4 Bibliographic NotesReferences; 4 Support and Simulation Methods; 4.1 Introduction; 4.2 Likelihood Inference; 4.3 Simulations and Bootstrap; 4.3.1 Simulations; 4.3.2 Bootstrap; 4.3.3 Applications; 4.4 Bibliographic Notes; References; Appendix A Maximum Likelihood Estimation (MLE); Index