NONINFORMATIVE NONPARAMETRIC BAYESIAN-ESTIMATION OF QUANTILES

被引：4
|
作者：
MEEDEN, G [1 ]
机构：
[1] UNIV MINNESOTA,SCH STAT,MINNEAPOLIS,MN 55455
来源：
STATISTICS & PROBABILITY LETTERS | 1993年 / 16卷 / 02期
基金：
美国国家科学基金会;
关键词：
BAYESIAN BOOTSTRAP; NONINFORMATIVE BAYES; NONPARAMETRIC ESTIMATION; ORDER STATISTIC; QUANTILE;
D O I：
10.1016/0167-7152(93)90153-A
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In 1981 Rubin introduced the Bayesian bootstrap and argued that it was the natural Bayesian analogue to the usual bootstrap. We show here that when estimating a population quantile in a nonparametric problem it yields estimators that are often preferred to the natural naive estimators based on the order statistic.
引用
收藏
页码：103 / 109
页数：7
相关论文
共 50 条
  • [41] Nonparametric estimation of quantiles for a class of stationary processes
    Chu Huang
    HanChao Wang
    ZhengYan Lin
    Science China Mathematics, 2015, 58 : 2621 - 2632
  • [42] Nonparametric kernel estimation of low flow quantiles
    Guo, SL
    Kachroo, RK
    Mngodo, RJ
    JOURNAL OF HYDROLOGY, 1996, 185 (1-4) : 335 - 348
  • [43] Nonparametric kernel estimation of low flow quantiles
    Guo, S.L.
    Kachroo, R.K.
    Mngodo, R.J.
    1996, Elsevier Science B.V., Amsterdam, Netherlands (185) : 1 - 4
  • [44] Nonparametric estimation of quantiles for a class of stationary processes
    HUANG Chu
    WANG HanChao
    LIN ZhengYan
    Science China(Mathematics), 2015, 58 (12) : 2621 - 2632
  • [45] NONPARAMETRIC EMPIRICAL BAYES ESTIMATION OF EXTREME QUANTILES
    STEWART, TJ
    SOUTH AFRICAN STATISTICAL JOURNAL, 1986, 20 (02) : 194 - 195
  • [46] Nonparametric estimation of quantiles for a class of stationary processes
    Huang Chu
    Wang HanChao
    Lin ZhengYan
    SCIENCE CHINA-MATHEMATICS, 2015, 58 (12) : 2621 - 2632
  • [47] Functional nonparametric estimation of conditional extreme quantiles
    Gardes, Laurent
    Girard, Stephane
    Lekina, Alexandre
    JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (02) : 419 - 433
  • [48] ALGORITHMS FOR BAYESIAN-ESTIMATION OF SPLINE MODEL STRUCTURE
    SPOUSTA, J
    KYBERNETIKA, 1992, 28 (05) : 413 - 423
  • [49] BAYESIAN-ESTIMATION OF THE BINOMIAL PARAMETER-N
    WIPER, MP
    PETTIT, LI
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1994, 43 (01) : 233 - 236
  • [50] BAYESIAN-ESTIMATION OF LOCATION PARAMETERS IN LIFE DISTRIBUTIONS
    COOLEN, FPA
    NEWBY, MJ
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 1994, 45 (03) : 293 - 298
12345