Bayesian nonparametric predictive inference and bootstrap techniques

被引:20
|
作者
Muliere, P
Secchi, P
机构
[1] UNIV MINNESOTA,SCH STAT,MINNEAPOLIS,MN 55455
[2] UNIV MINNESOTA,INST MATH & APPLICAT,MINNEAPOLIS,MN 55455
关键词
bootstrap techniques; Dirichlet process; nonparametric predictive inference;
D O I
10.1007/BF00052326
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
We address the question as to whether a prior distribution on the space of distribution functions exists which generates the posterior produced by Efron's and Rubin's bootstrap techniques, emphasizing the connections with the Dirichlet process. We also introduce a new resampling plan which has two advantages: prior opinions are taken into account and the predictive distribution of the future observations is not forced to be concentrated on observed values.
引用
收藏
页码:663 / 673
页数:11
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