Noninformative nonparametric Bayesian estimation of quantiles

In 1981 Rubin introduced the Bayesian bootstrap and argued that it was the natural Bayesian analogue to the usual bootstrap. We show here that when estimating a population quantile in a nonparametric problem it yields estimators that are often preferred to the natural naive estimators based on the order statistic.

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Year of publication:	1993
Authors:	Meeden, Glen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 2, p. 103-109
Publisher:	Elsevier
Keywords:	Bayesian bootstrap noninformative Bayes nonparametric estimation order statistic quantile

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319671