Noninformative nonparametric Bayesian estimation of quantiles

Glen Meeden

Statistics & Probability Letters, 1993, vol. 16, issue 2, 103-109

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 (search for similar items in EconPapers)
Date: 1993
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