Exact Multivariate Bayesian Bootstrap Distributions of Moments
Gasparini, Mauro
Ann. Statist., Tome 23 (1995) no. 6, p. 762-768 / Harvested from Project Euclid
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The common unknown probability law $P$ of a random sample $Y_1,\ldots, Y_n$ is assigned a Dirichlet process prior with index $\alpha$. It is shown that the posterior joint density of several moments of $P$ converges, as $\alpha(\mathbb{R})\rightarrow 0$, to a multivariate B-spline, which is, therefore, the Bayesian bootstrap joint density of the moments. The result provides the basis for possible default nonparametric Bayesian inference on unknown moments.
Publié le : 1995-06-14
Classification:  Dirichlet priors,  multivariate B-splines,  Bayesian bootstrap,  62G05,  62P99 
@article{1176324620,
     author = {Gasparini, Mauro},
     title = {Exact Multivariate Bayesian Bootstrap Distributions of Moments},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 762-768},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324620}
}

Gasparini, Mauro. Exact Multivariate Bayesian Bootstrap Distributions of Moments. Ann. Statist., Tome 23 (1995) no. 6, pp.  762-768. http://gdmltest.u-ga.fr/item/1176324620/