A Large Sample Study of the Bayesian Bootstrap
The Annals of StatisticsPublished 1 March 1987Open access
Albert Y. Lo
Citations146
SJR quartileQ1
SJR score4.77
SNIP3.13
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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.
Keywords
Computer ScienceMathematicsEconomics, Econometrics and Finance
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