BAYESIAN NONPARAMETRIC PREDICTIVE INFERENCE AND BOOTSTRAP TECHNIQUES

Citation
P. Muliere et P. Secchi, BAYESIAN NONPARAMETRIC PREDICTIVE INFERENCE AND BOOTSTRAP TECHNIQUES, Annals of the Institute of Statistical Mathematics, 48(4), 1996, pp. 663-673
Citations number
15
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
ISSN journal
00203157
Volume
48
Issue
4
Year of publication
1996
Pages
663 - 673
Database
ISI
SICI code
0020-3157(1996)48:4<663:BNPIAB>2.0.ZU;2-J
Abstract
We address the question as to whether a prior distribution on the spac e of distribution functions exists which generates the posterior produ ced by Efron's and Rubin's bootstrap techniques, emphasizing the conne ctions with the Dirichlet process. We also introduce a new resampling plan which has two advantages: prior opinions are taken into account a nd the predictive distribution of the future observations is not force d to be concentrated on observed values.