A large sample study of the Bayesian bootstrap

DOI10.1214/AOS/1176350271zbMATH Open0617.62032OpenAlexW2018220145MaRDI QIDQ1822161FDOQ1822161

Authors: Albert Y. Lo 

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350271

Recommendations

• On a second-order asymptotic property of the Bayesian bootstrap mean
• Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
• Experience with a bayesian bootstrap method incorporating proper prior information
• Histospline smoothing the Bayesian bootstrap
• scientific article; zbMATH DE number 63435

zbMATH Keywords

Bayesian bootstrapKiefer processlarge sample theoryabsolute deviationposterior Dirichlet processsmoothed density

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20)

Cited In (66)

• The use of Smooth Bootstrap Techniques for Estimating the Error Rate of a Prediction Rule
• Small-sample properties of finite population ratios
• A general Bayesian bootstrap for censored data based on the beta-Stacy process
• Bayesian bootstrap lower confidence interval estimation of the reliability and failure rate
• Experience with a bayesian bootstrap method incorporating proper prior information
• Functional central limit theorems for stick-breaking priors
• Causal inference under mis-specification: adjustment based on the propensity score (with discussion)
• A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
• Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap
• Rates of convergence for U-statistic processes and their bootstrapped versions
• Frequentist properties of Bayesian inequality tests
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• On a second-order asymptotic property of the Bayesian bootstrap mean
• Bootstrap and Bayesian bootstrap clones for censored Markov chains
• Convergence rates for density estimation with Bernstein polynomials.
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Analyzing large datasets with bootstrap penalization
• Approximation to the distribution of LAD estimators for censored regression by random weighting method
• Bootstrap approximations for Bayesian analysis of \(Geo/G/1\) discrete-time queueing models.
• New tests based on Rubin's empirical distribution function
• Random weighting empirical distribution function and its applications to goodness-of-fit testing
• Random weighted bootstrap method for recurrent events with informative censoring
• New Goodness of Fit Tests Based on Stochastic EDF
• A Bayesian bootstrap for a finite population
• On functional central limit theorems of Bayesian nonparametric priors
• Random weighting estimation for survival function under right censorship
• Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap
• Weighted bootstrapping of \(U\)-statistics
• Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
• Another look at the jackknife: Further examples of generalized bootstrap
• Bayesian bootstrap credible sets for multidimensional mean functional
• A Bernstein-von Mises theorem for discrete probability distributions
• On the Bernstein-von Mises theorem for the Dirichlet process
• Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure
• Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
• Approximations for hybrids of empirical and partial sums processes
• A review of uncertainty quantification for density estimation
• Optimal subsampling for least absolute relative error estimators with massive data
• An alternative to the \(m\) out of \(n\) bootstrap
• Bayesian inference for poisson process models with censored data.
• Exact multivariate Bayesian bootstrap distributions of moments
• Bayesian bootstrapping for symmetric distributions
• Bayesian bootstrap for proportional hazards models
• Approximations for weighted bootstrap processes with an application
• Some new results for Dirichlet priors.
• Bayesian bootstraps for massive data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bootstrapping density estimates
• Asymptotic properties for Dirichlet processes indexed by a class of functions
• Bootstrapping the renewal spacings processes
• Posterior distribution of nondifferentiable functions
• Strong approximations for resample quantile processes and application to ROC methodology
• Recycled two-stage estimation in nonlinear mixed effects regression models
• Chain ladder method: Bayesian bootstrap versus classical bootstrap
• Approximations for a multivariate hybrid process with applications to change-point detection
• Bayesian bootstrap clones for finite state markov chains
• Methods of Statistical Inference for Median Regression Models with Doubly Censored Data
• Bayesian Bootstrap Clones for Censored Markov Chains
• A large sample study of randomly weighted bootstrap in linear models
• Bayesian bootstraps for \(U\)-processes, hypothesis tests and convergence of Dirichlet \(U\)-processes
• Model selection by bootstrap penalization for classification
• Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
• Bayesian nonparametric predictive inference and bootstrap techniques

This page was built for publication: A large sample study of the Bayesian bootstrap

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1822161)