NONINFORMATIVE NONPARAMETRIC BAYESIAN-ESTIMATION OF QUANTILES

被引：4

作者：

MEEDEN, G ^{[1
]}

机构：

[1] UNIV MINNESOTA,SCH STAT,MINNEAPOLIS,MN 55455

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 16卷 / 02期

基金：

美国国家科学基金会;

关键词：

BAYESIAN BOOTSTRAP; NONINFORMATIVE BAYES; NONPARAMETRIC ESTIMATION; ORDER STATISTIC; QUANTILE;

D O I：

10.1016/0167-7152(93)90153-A

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In 1981 Rubin introduced the Bayesian bootstrap and argued that it was the natural Bayesian analogue to the usual bootstrap. We show here that when estimating a population quantile in a nonparametric problem it yields estimators that are often preferred to the natural naive estimators based on the order statistic.

引用

页码：103 / 109

页数：7

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