Please use this identifier to cite or link to this item:
http://hdl.handle.net/10553/72960
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Moreno, Elías | en_US |
dc.contributor.author | Martínez, Carmen | en_US |
dc.contributor.author | Vázquez Polo, Francisco José | en_US |
dc.date.accessioned | 2020-06-04T08:38:14Z | - |
dc.date.available | 2020-06-04T08:38:14Z | - |
dc.date.issued | 2021 | en_US |
dc.identifier.issn | 1133-0686 | en_US |
dc.identifier.other | Scopus | - |
dc.identifier.uri | http://hdl.handle.net/10553/72960 | - |
dc.description.abstract | Selecting a statistical model from a set of competing models is a central issue in the scientific task, and the Bayesian approach to model selection is based on the posterior model distribution, a quantification of the updated uncertainty on the entertained models. We present a Bayesian procedure for choosing a family between the Poisson and the geometric families and prove that the procedure is consistent with rate O(an) , a> 1 , where a is a function of the parameter of the true model. An extension of this procedure to the multiple testing Poisson and negative binomial with r successes for r= 1 , … , L is also proved to be consistent with exponential rate. For small sample sizes, a simulation study indicates that the model selection between the above distributions is made with large uncertainty when sampling from a specific subset of distributions. This difficulty is however mitigated by the large consistency rate of the procedure. | en_US |
dc.language | eng | en_US |
dc.relation.ispartof | Test | en_US |
dc.source | Test[ISSN 1133-0686], n. 30, p. 255–273 | en_US |
dc.subject | 530204 Estadística económica | en_US |
dc.subject.other | Bayesian Model Selection | en_US |
dc.subject.other | Consistency | en_US |
dc.subject.other | Rate Of Convergence | en_US |
dc.subject.other | Sampling Behavior For Small Sample Sizes | en_US |
dc.subject.other | Test For Separate Families | en_US |
dc.title | Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial | en_US |
dc.type | info:eu-repo/semantics/Article | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1007/s11749-020-00717-z | en_US |
dc.identifier.scopus | 85084816989 | - |
dc.contributor.authorscopusid | 7202827673 | - |
dc.contributor.authorscopusid | 57216826538 | - |
dc.contributor.authorscopusid | 57216824973 | - |
dc.identifier.eissn | 1863-8260 | - |
dc.investigacion | Ciencias Sociales y Jurídicas | en_US |
dc.type2 | Artículo | en_US |
dc.utils.revision | Sí | en_US |
dc.identifier.ulpgc | Sí | en_US |
dc.contributor.buulpgc | BU-ECO | en_US |
dc.description.sjr | 1,137 | |
dc.description.jcr | 1,743 | |
dc.description.sjrq | Q1 | |
dc.description.jcrq | Q2 | |
dc.description.scie | SCIE | |
dc.description.miaricds | 11,0 | |
item.fulltext | Sin texto completo | - |
item.grantfulltext | none | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.orcid | 0000-0002-0632-6138 | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.fullName | Vázquez Polo, Francisco José | - |
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