A Monte Carlo comparison of three consistent bootstrap procedures
نویسندگان
چکیده
منابع مشابه
The bootstrap and Markov-chain Monte Carlo.
This note concerns the use of parametric bootstrap sampling to carry out Bayesian inference calculations. This is only possible in a subset of those problems amenable to Markov-Chain Monte Carlo (MCMC) analysis, but when feasible the bootstrap approach offers both computational and theoretical advantages. The discussion here is in terms of a simple example, with no attempt at a general analysis.
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2009
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949650701758357