Specifying Statistical Models - From Parametric to Non-Parametric, Using Bayesian or Non-Bayesian Approaches (Paperback, Softcover reprint of the original 1st ed. 1983)

During the last decades. the evolution of theoretical statistics has been marked by a considerable expansion of the number of mathematically and computationaly trac table models. Faced with this inflation. applied statisticians feel more and more un comfortable: they are often hesitant about their traditional (typically parametric) assumptions. such as normal and i. i. d . * ARMA forms for time-series. etc . * but are at the same time afraid of venturing into the jungle of less familiar models. The prob lem of the justification for taking up one model rather than another one is thus a crucial one. and can take different forms. (a) ~~~GBPifi~~~iQ~ : Do observations suggest the use of a different model from the one initially proposed (e. g. one which takes account of outliers). or do they render plau sible a choice from among different proposed models (e. g. fixing or not the value of a certai n parameter) ? (b) tlQ~~L~~l!rQ1!iIMHQ~ : How is it possible to compute a "distance" between a given model and a less (or more) sophisticated one. and what is the technical meaning of such a "distance" ? (c) BQe~~~~~~ : To what extent do the qualities of a procedure. well adapted to a "small" model. deteriorate when this model is replaced by a more general one? This question can be considered not only. as usual. in a parametric framework (contamina tion) or in the extension from parametriC to non parametric models but also.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Lecture Notes in Statistics, 16
Release date:	1983
First published:	1983
Editors:	J. P Florens • M Mouchart • J.P. Raoult • L. Simar • A.F.M. Smith
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	204
Edition:	Softcover reprint of the original 1st ed. 1983
ISBN-13:	978-0-387-90809-0
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	0-387-90809-9
Barcode:	9780387908090

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