Using boostrap to derive a prior distribution

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dc.contributor.author Delicado, Pedro
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2011-04-12T15:08:13Z
dc.date.available 2011-04-12T15:08:13Z
dc.date.issued 1994-04
dc.identifier.uri http://hdl.handle.net/10016/10719
dc.description.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.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 94-07
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Bayesian analysis
dc.subject.other Prior distribution
dc.subject.other Bootstrap
dc.subject.other Density estimation
dc.title Using boostrap to derive a prior distribution
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
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