Bayesian nonparametric predictive inference and bootstrap techniques

被引:21
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
相关论文
共 15 条
[1]  
ANTONIAK C, 1974, ANN STAT, V12, P636
[2]  
BANKS DL, 1988, BIOMETRIKA, V75, P673
[3]   FERGUSON DISTRIBUTIONS VIA POLYA URN SCHEMES [J].
BLACKWELL, D ;
MACQUEEN, JB .
ANNALS OF STATISTICS, 1973, 1 (02) :353-355
[4]   DISTRIBUTION-FUNCTIONS OF MEANS OF A DIRICHLET PROCESS [J].
CIFARELLI, DM ;
REGAZZINI, E .
ANNALS OF STATISTICS, 1990, 18 (01) :429-442
[5]   1977 RIETZ LECTURE - BOOTSTRAP METHODS - ANOTHER LOOK AT THE JACKKNIFE [J].
EFRON, B .
ANNALS OF STATISTICS, 1979, 7 (01) :1-26
[6]   BAYESIAN ANALYSIS OF SOME NONPARAMETRIC PROBLEMS [J].
FERGUSON, TS .
ANNALS OF STATISTICS, 1973, 1 (02) :209-230
[7]   PRIOR DISTRIBUTIONS ON SPACES OF PROBABILITY MEASURES [J].
FERGUSON, TS .
ANNALS OF STATISTICS, 1974, 2 (04) :615-629
[8]   DISTRIBUTIONAL RESULTS FOR RANDOM FUNCTIONALS OF A DIRICHLET PROCESS [J].
HANNUM, RC ;
HOLLANDER, M ;
LANGBERG, NA .
ANNALS OF PROBABILITY, 1981, 9 (04) :665-670
[9]   A LARGE SAMPLE STUDY OF THE BAYESIAN BOOTSTRAP [J].
LO, AY .
ANNALS OF STATISTICS, 1987, 15 (01) :360-375
[10]   A CHARACTERIZATION OF THE DIRICHLET PROCESS [J].
LO, AY .
STATISTICS & PROBABILITY LETTERS, 1991, 12 (03) :185-187