This paper shows that the Bayesian bootstrap (BB) distribution of a
multidimensional mean functional based on i.i.d. observations has a strongly
unimodal Lebesgue density provided the convex hull of the data has a nonempty
interior. This result is then used to construct the finite sample BB credible
sets. The influence of an outlier on these credible sets is studied in detail
and a comparison is made with the empirical likelihood ratio confidence sets in
this context.
Publié le : 1998-12-14
Classification:
Bayesian bootstrap distribution,
posterior distribution,
noninformative prior,
Dirichlet process prior,
empirical likelihood,
outlier,
62G09,
62G15
@article{1024691463,
author = {Choudhuri, Nidhan},
title = {Bayesian bootstrap credible sets for multidimensional mean
functional},
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 2104-2127},
language = {en},
url = {http://dml.mathdoc.fr/item/1024691463}
}
Choudhuri, Nidhan. Bayesian bootstrap credible sets for multidimensional mean
functional. Ann. Statist., Tome 26 (1998) no. 3, pp. 2104-2127. http://gdmltest.u-ga.fr/item/1024691463/