Concepedia

A Large Sample Study of the Bayesian Bootstrap

The Annals of Statistics · 1987 · 146 citations · 8 references

Open access

Concepts

Bayesian StatisticBayesian StatisticsBootstrap ResamplingEngineeringSmoothed DensityStatistical InferenceProbability TheoryBayesian BootstrapAsymptotic JustificationMarkov Chain Monte CarloMathematical StatisticStatisticsBayesian InferenceApproximate Bayesian Computation

Abstract

An asymptotic justification of the Bayesian bootstrap is given. Large-sample Bayesian bootstrap probability intervals for the mean, the variance and bands for the distribution, the smoothed density and smoothed rate function are also provided.

References

8

Bootstrap Methods: Another Look at the Jackknife

B. Efron · The Annals of Statistics · 1979 · 17.1K citations · Full text

Engineering, Machine Learning, Sampling Optimization +18

A Bayesian Analysis of Some Nonparametric Problems

Thomas S. Ferguson · The Annals of Statistics · 1973 · 4.7K citations · Full text

Bayesian Statistic, Bayesian Statistics, Engineering +12

Mathematical Statistics: Basic Ideas and Selected Topics.

Kenneth W. Wachter, Peter J. Bickel, Kjell A. Doksum · Journal of the American Statistical Association · 1979 · 1.9K citations

Bayesian Statistics, Bayesian Decision Theory, Engineering +15

Some Asymptotic Theory for the Bootstrap

Peter J. Bickel, David A. Freedman · The Annals of Statistics · 1981 · 1.6K citations · Full text

Large Deviations, Density Estimation, Engineering +14

The Bayesian Bootstrap

Donald B. Rubin · The Annals of Statistics · 1981 · 1.1K citations · Full text

Bayesian Statistic, Bayesian Statistics, Bootstrap Resampling +10