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Specifying Statistical Models

From Parametric to Non-Parametric, Using Bayesian or Non-Bayesian Approaches

  • J. P. Florens
  • M. Mouchart
  • J. P. Raoult
  • L. Simar
  • A. F. M. Smith
Conference proceedings

Part of the Lecture Notes in Statistics book series (LNS, volume 16)

About these proceedings

Introduction

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.

Keywords

Bayessches Verfahren Statistik bayesian statistics best fit principal component analysis

Editors and affiliations

  • J. P. Florens
    • 1
  • M. Mouchart
    • 2
  • J. P. Raoult
    • 3
  • L. Simar
    • 4
  • A. F. M. Smith
    • 5
  1. 1.Université d’Aix-Marseille IIFrance
  2. 2.C.O.R.E.Université Catholique de LouvainBelgium
  3. 3.Université de RouenFrance
  4. 4.Facultés Universitaires Saint-LouisBruxellesBelgium
  5. 5.University of NottinghamUK

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-5503-1
  • Copyright Information Springer-Verlag New York 1983
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-90809-0
  • Online ISBN 978-1-4612-5503-1
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site
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