The Annals of Statistics

Bayesian bootstrap credible sets for multidimensional mean functional

Nidhan Choudhuri

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This paper shows that the Bayesian bootstrap (BB) distribution of a multidimensional mean functional based on i.i.d. observations has a strongly unimodal Lebesgue density provided the convex hull of the data has a nonempty interior. This result is then used to construct the finite sample BB credible sets. The influence of an outlier on these credible sets is studied in detail and a comparison is made with the empirical likelihood ratio confidence sets in this context.

Article information

Ann. Statist., Volume 26, Number 6 (1998), 2104-2127.

First available in Project Euclid: 21 June 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G09: Resampling methods 62G15: Tolerance and confidence regions

Bayesian bootstrap distribution posterior distribution noninformative prior Dirichlet process prior empirical likelihood outlier


Choudhuri, Nidhan. Bayesian bootstrap credible sets for multidimensional mean functional. Ann. Statist. 26 (1998), no. 6, 2104--2127. doi:10.1214/aos/1024691463.

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