Bayesian bootstrap credible sets for multidimensional mean functional

• 成果类型: Article
• 署名作者: Choudhuri, N
• 署名单位: University of Michigan System; University of Michigan
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 2104-2127
• 关键词: empirical likelihood; confidence-regions; density contour

摘要

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 BE 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.