Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/72960
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dc.contributor.authorMoreno, Elíasen_US
dc.contributor.authorMartínez, Carmenen_US
dc.contributor.authorVázquez Polo, Francisco Joséen_US
dc.date.accessioned2020-06-04T08:38:14Z-
dc.date.available2020-06-04T08:38:14Z-
dc.date.issued2021en_US
dc.identifier.issn1133-0686en_US
dc.identifier.otherScopus-
dc.identifier.urihttp://hdl.handle.net/10553/72960-
dc.description.abstractSelecting 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.languageengen_US
dc.relation.ispartofTesten_US
dc.sourceTest[ISSN 1133-0686], n. 30, p. 255–273en_US
dc.subject530204 Estadística económicaen_US
dc.subject.otherBayesian Model Selectionen_US
dc.subject.otherConsistencyen_US
dc.subject.otherRate Of Convergenceen_US
dc.subject.otherSampling Behavior For Small Sample Sizesen_US
dc.subject.otherTest For Separate Familiesen_US
dc.titleObjective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomialen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.identifier.doi10.1007/s11749-020-00717-zen_US
dc.identifier.scopus85084816989-
dc.contributor.authorscopusid7202827673-
dc.contributor.authorscopusid57216826538-
dc.contributor.authorscopusid57216824973-
dc.identifier.eissn1863-8260-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.utils.revisionen_US
dc.identifier.ulpgcen_US
dc.contributor.buulpgcBU-ECOen_US
dc.description.sjr1,137
dc.description.jcr1,743
dc.description.sjrqQ1
dc.description.jcrqQ2
dc.description.scieSCIE
dc.description.miaricds11,0
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa-
crisitem.author.deptIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.orcid0000-0002-0632-6138-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.fullNameVázquez Polo, Francisco José-
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