The Annals of Statistics

Bayesian bootstrap credible sets for multidimensional mean functional

Nidhan Choudhuri

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Abstract

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

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

Dates
First available in Project Euclid: 21 June 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1024691463

Digital Object Identifier
doi:10.1214/aos/1024691463

Mathematical Reviews number (MathSciNet)
MR1700223

Zentralblatt MATH identifier
0933.62035

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

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

Citation

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


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