On a second-order asymptotic property of the Bayesian bootstrap mean
From MaRDI portal
Publication:1120211
DOI10.1214/aos/1176347136zbMath0672.62027OpenAlexW2035062376MaRDI QIDQ1120211
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347136
Edgeworth expansionDirichlet process priorBayesian bootstrap approximationboostrap approximationsampling distribution of the sample averagestandard normal approximation
Related Items
Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities, Weighted bootstrapping of \(U\)-statistics, Weighted bootstrap for \(U\)-statistics, Model selection by bootstrap penalization for classification, Asymptotic properties for Dirichlet processes indexed by a class of functions, Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap, Bootstrapping the renewal spacings processes, A study of a class of weighted bootstrap for censored data, Bayesian nonparametric predictive inference and bootstrap techniques, On the unconditional strong law of large numbers for the bootstrap mean, On general bootstrap of empirical estimator of a semi-Markov kernel with applications, Weighted bootstrap for neural model selection, The bias of the Mle, an example of the behaviour of different corrections in genetic models, General tests of conditional independence based on empirical processes indexed by functions, New tests based on Rubin's empirical distribution function, A survey of Bayesian predictive methods for model assessment, selection and comparison, A Bernstein-von Mises theorem for discrete probability distributions, On the performance of weighted bootstrapped kernel deconvolution density estimators, Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap, Bootstrap approximations for Bayesian analysis of \(Geo/G/1\) discrete-time queueing models., The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics, Bayesian bootstrap clones for finite state markov chains, Bayesian bootstrap for proportional hazards models, Bayesian bootstraps for massive data, A large sample study of randomly weighted bootstrap in linear models, On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, New Goodness of Fit Tests Based on Stochastic EDF, Another look at bootstrapping the Student \(t\)-statistic, Approximation to the distribution of LAD estimators for censored regression by random weighting method, Bootstrap and Bayesian bootstrap clones for censored Markov chains, Bayesian Bootstrap Clones for Censored Markov Chains, Asymptotic efficiency of randomly weighted bootstrap for linear models, Random weighted bootstrap method for recurrent events with informative censoring, An alternative to the \(m\) out of \(n\) bootstrap, The problem of regions, General bootstrap for dual \(\phi\)-divergence estimates, Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method, Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\), Random weighting method for Cox's proportional hazards model, Recycled two-stage estimation in nonlinear mixed effects regression models, Another look at the jackknife: Further examples of generalized bootstrap, Bayesian bootstrap credible sets for multidimensional mean functional, Bayesian inference for poisson process models with censored data., Optimal subsampling for least absolute relative error estimators with massive data
