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.
Bibliographical noteFunding Information:
in part by NSF grant
Copyright 2014 Elsevier B.V., All rights reserved.
- Bayesian bootstrap
- noninformative Bayes
- nonparametric estimation
- order statistic