Specifying Statistical Models | From Parametric to Non-Parametric, Using Bayesian or Non-Bayesian Approaches

J. P. Florens (u. a.)

ISBN 10: 0387908099 / ISBN 13: 9780387908090

Edité par Springer, 1983

Specifying Statistical Models | From Parametric to Non-Parametric, Using Bayesian or Non-Bayesian Approaches | J. P. Florens (u. a.) | Taschenbuch | Lecture Notes in Statistics | xii | Englisch | 1983 | Springer | EAN 9780387908090 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 107102197

Synopsis :

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) £ifi 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.

Détails bibliographiques

Titre : Specifying Statistical Models | From ...
Éditeur : Springer
Date d'édition : 1983
Reliure : Taschenbuch
Etat : Neu