Publication:
Using boostrap to derive a prior distribution

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URI: https://hdl.handle.net/10016/10719
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ws9407.pdf (286.23 KB)
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1994-04
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Abstract
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 misspecifications is illustrated with a simulation study.
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Bayesian analysis, Prior distribution, Bootstrap, Density estimation
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DES - Working Papers. Statistics and Econometrics. WS