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Using boostrap to derive a prior distribution
Autor(es):
Delicado, Pedro
Editor:
Universidad Carlos III de Madrid. Departamento de Estadística
Fecha de edición:
1994-04
Serie/Num.:
UC3M Working papers. Statistics and Econometrics
94-07
94-07
Palabras clave:
Bayesian analysis
,
Prior distribution
,
Bootstrap
,
Density estimation
Derechos:
Atribución-NoComercial-SinDerivadas 3.0 España
Resumen:
Constructing a prior distribution when there is no available information is usually an interesting challenge. In this paper, a new method based on bootstrap and non parametric density estimation ideas is proposed. Its ability to detect and partially correct mi
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