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Volumn 7, Issue 4, 1997, Pages 1005-1019

A Bayesian bootstrap for finite state Markov chains

Author keywords

Bayesian bootstrap; Hitting time; Markov chain; Matrix beta distribution; Transition probability

Indexed keywords


EID: 0642279643     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)

References (19)
  • 1
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    • Athreya, K.B.1    Fuh, C.D.2
  • 3
    • 0002344794 scopus 로고
    • Bootstrap method: Another look at the jackknife
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    • Efron, B.1
  • 4
    • 0347893386 scopus 로고
    • Statistical inquiry for Markov chains by bootstrap method
    • Fuh, C. D. (1993). Statistical inquiry for Markov chains by bootstrap method. Statist. Sinica 3, 53-66.
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    • Fuh, C.D.1
  • 7
    • 0001153759 scopus 로고
    • Asymptotic expansions associated with posterior distributions
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    • (1970) Ann. Math. Statist. , vol.41 , pp. 851-864
    • Johnson, R.A.1
  • 8
    • 0001707773 scopus 로고
    • Bootstrapping a finite state Markov chain
    • Kulperger, R. J. and Prakasa Rao, B. L. S. (1989). Bootstrapping a finite state Markov chain. Sankhya 51, 178-191.
    • (1989) Sankhya , vol.51 , pp. 178-191
    • Kulperger, R.J.1    Prakasa Rao, B.L.S.2
  • 9
    • 0642299268 scopus 로고
    • On the behavior of generalized Bayes estimators for Markov observations
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    • (1974) Theory. Probab. Appl. , vol.19 , pp. 332-346
    • Levit, V.Y.1
  • 10
    • 0001338418 scopus 로고
    • A large sample study of the Bayesian bootstrap
    • Lo, A. Y. (1987). A large sample study of the Bayesian bootstrap. Ann. Statist. 15, 360-375.
    • (1987) Ann. Statist. , vol.15 , pp. 360-375
    • Lo, A.Y.1
  • 11
    • 0009004885 scopus 로고
    • A Bayesian bootstrap for a finite population
    • Lo, A. Y. (1988). A Bayesian bootstrap for a finite population. Ann. Statist. 16, 1684-1695.
    • (1988) Ann. Statist. , vol.16 , pp. 1684-1695
    • Lo, A.Y.1
  • 12
    • 0000013631 scopus 로고
    • Bayesian bootstrap clones and a biometry function
    • Lo, A. Y. (1991). Bayesian bootstrap clones and a biometry function. Sankhya 53, 320-333.
    • (1991) Sankhya , vol.53 , pp. 320-333
    • Lo, A.Y.1
  • 13
    • 21144482670 scopus 로고
    • A Bayesian bootstrap for censored data
    • Lo, A. Y. (1993a). A Bayesian bootstrap for censored data. Ann. Statist. 21, 100-123.
    • (1993) Ann. Statist. , vol.21 , pp. 100-123
    • Lo, A.Y.1
  • 14
    • 21344493931 scopus 로고
    • A Bayesian method for weighted sampling
    • Lo, A. Y. (1993b). A Bayesian method for weighted sampling. Ann. Statist. 21, 2138-2148.
    • (1993) Ann. Statist. , vol.21 , pp. 2138-2148
    • Lo, A.Y.1
  • 17
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    • The Bayesian bootstrap
    • Rubin, D. B. (1981). The Bayesian bootstrap. Ann. Statist. 9, 130-134.
    • (1981) Ann. Statist. , vol.9 , pp. 130-134
    • Rubin, D.B.1
  • 18
    • 0001335808 scopus 로고
    • On a second-order asymptotic property of the Bayesian bootstrap mean
    • Weng, C. S. (1989). On a second-order asymptotic property of the Bayesian bootstrap mean. Ann. Statist. 17, 705-710.
    • (1989) Ann. Statist. , vol.17 , pp. 705-710
    • Weng, C.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.