Bootstrap prediction and Bayesian prediction under misspecified models

DOI10.3150/BJ/1126126768zbMATH Open1092.62042OpenAlexW2058176813MaRDI QIDQ2496945FDOQ2496945

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

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zbMATH Keywords

bootstrappredictionmisspecificationKullback-Leibler divergenceBayesian predictionbagging

Mathematics Subject Classification ID

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

Cites Work

• Heuristics of instability and stabilization in model selection
• Title not available (Why is that?)
• Maximum Likelihood Estimation of Misspecified Models
• Title not available (Why is that?)
• Improving predictive inference under covariate shift by weighting the log-likelihood function
• Predictive fit for natural exponential families
• Title not available (Why is that?)
• On asymptotic properties of predictive distributions
• Title not available (Why is that?)
• On Parametric Bootstrapping and Bayesian Prediction
• Goodness of prediction fit
• Nonparametric bootstrap prediction

Cited In (10)

• On Parametric Bootstrapping and Bayesian Prediction
• Parametric bootstrap under model mis-specification
• Bootstrap Joint Prediction Regions
• Title not available (Why is that?)
• Brittleness of Bayesian inference under finite information in a continuous world
• Bootstrap Mean Squared Error of Prediction in Loss Reserving
• Bayesian bootstrap prediction
• 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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