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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Specifying Statistical Models: From Parametric to Non-Parametric, Using Bayesian or Non-Bayesian Approaches

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

Florens, J. P.
Mouchart, M.
Raoult, J. P.

Paperback

Series: Lecture Notes in Statistics, Book 16

General MathematicsProbability & Statistics

ISBN10: 0387908099
ISBN13: 9780387908090
Publisher: Springer Nature
Published: Jan 24 1983
Pages: 204
Weight: 0.69
Height: 0.46 Width: 6.14 Depth: 9.21
Language: English
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.

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