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
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.