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March, 1987 A Large Sample Study of the Bayesian Bootstrap
Albert Y. Lo
Ann. Statist. 15(1): 360-375 (March, 1987). DOI: 10.1214/aos/1176350271

Abstract

An asymptotic justification of the Bayesian bootstrap is given. Large-sample Bayesian bootstrap probability intervals for the mean, the variance and bands for the distribution, the smoothed density and smoothed rate function are also provided.

Citation

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Albert Y. Lo. "A Large Sample Study of the Bayesian Bootstrap." Ann. Statist. 15 (1) 360 - 375, March, 1987. https://doi.org/10.1214/aos/1176350271

Information

Published: March, 1987
First available in Project Euclid: 12 April 2007

zbMATH: 0617.62032
MathSciNet: MR885742
Digital Object Identifier: 10.1214/aos/1176350271

Subjects:
Primary: 62099

Keywords: Bayesian bootstrap , strong approximation

Rights: Copyright © 1987 Institute of Mathematical Statistics

Vol.15 • No. 1 • March, 1987
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