Noninformative nonparametric Bayesian estimation of quantiles

Glen Meeden

doi:10.1016/0167-7152(93)90153-A

Noninformative nonparametric Bayesian estimation of quantiles

Glen Meeden

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	103-109
Number of pages	7
Journal	Statistics and Probability Letters
Volume	16
Issue number	2
DOIs	https://doi.org/10.1016/0167-7152(93)90153-A
State	Published - 1993

Bibliographical note

Funding Information:
in part by NSF grant

Keywords

Bayesian bootstrap
noninformative Bayes
nonparametric estimation
order statistic
quantile

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10.1016/0167-7152(93)90153-A

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title = "Noninformative nonparametric Bayesian estimation of quantiles",

abstract = "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.",

keywords = "Bayesian bootstrap, noninformative Bayes, nonparametric estimation, order statistic, quantile",

author = "Glen Meeden",

note = "Funding Information: in part by NSF grant",

year = "1993",

doi = "10.1016/0167-7152(93)90153-A",

language = "English (US)",

volume = "16",

pages = "103--109",

journal = "Statistics and Probability Letters",

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publisher = "Elsevier",

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T1 - Noninformative nonparametric Bayesian estimation of quantiles

AU - Meeden, Glen

N1 - Funding Information: in part by NSF grant

PY - 1993

Y1 - 1993

N2 - 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.

AB - 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.

KW - Bayesian bootstrap

KW - noninformative Bayes

KW - nonparametric estimation

KW - order statistic

KW - quantile

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UR - http://www.scopus.com/inward/citedby.url?scp=38249006708&partnerID=8YFLogxK

U2 - 10.1016/0167-7152(93)90153-A

DO - 10.1016/0167-7152(93)90153-A

M3 - Article

AN - SCOPUS:38249006708

SN - 0167-7152

VL - 16

SP - 103

EP - 109

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 2

ER -

Noninformative nonparametric Bayesian estimation of quantiles

Abstract

Bibliographical note

Keywords

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