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Noninformative nonparametric Bayesian estimation of quantiles

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  • Meeden, Glen

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.

Suggested Citation

  • Meeden, Glen, 1993. "Noninformative nonparametric Bayesian estimation of quantiles," Statistics & Probability Letters, Elsevier, vol. 16(2), pages 103-109, January.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:2:p:103-109
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    Cited by:

    1. David M. Kaplan & Lonnie Hofmann, 2019. "High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles," Working Papers 1914, Department of Economics, University of Missouri, revised 19 Sep 2020.

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