Bootstrap prediction and Bayesian prediction under misspecified models

DOI10.3150/BJ/1126126768MaRDI QIDQ2496945zbMATH OpenOpenAlexFDO

Authors Tadayoshi Fushiki

Publication date 26 July 2006

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1126126768

zbMATH Keywords

bootstrappredictionmisspecificationKullback-Leibler divergenceBayesian predictionbagging

Mathematics Subject Classification ID

Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40)

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Cites work

• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 735230 (Why is no real title available?)
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Goodness of prediction fit
• Heuristics of instability and stabilization in model selection
• Improving predictive inference under covariate shift by weighting the log-likelihood function
• Maximum Likelihood Estimation of Misspecified Models
• Nonparametric bootstrap prediction
• On Parametric Bootstrapping and Bayesian Prediction
• On asymptotic properties of predictive distributions
• Predictive fit for natural exponential families

Cited in

(10)

• On Parametric Bootstrapping and Bayesian Prediction
• Parametric bootstrap under model mis-specification
• Bootstrap Joint Prediction Regions
• scientific article; zbMATH DE number 1523003 (Why is no real title available?)
• Brittleness of Bayesian inference under finite information in a continuous world
• Bayesian bootstrap prediction
• Bootstrap Mean Squared Error of Prediction in Loss Reserving
• Bootstrapping to assess and improve atmospheric prediction models
• Deep exploration via randomized value functions
• Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model

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