Nonparametric bayesian inference about percentiles

Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum

Volumn , Issue , 2007, Pages 443-462

  Johnson, Richard A ^a   Sim, Songyong ^b  

^a University of Wisconsin   (United States)

^b Hallym University   (South Korea)

Author keywords

Empirical distribution; Posterior distribution

Indexed keywords

EID: 58549092098     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812708298_0022     Document Type: Chapter

References (10)

1. BERTRAND-RETALI, M. (1978), Convergence uniforme d’um estimateur la densité pa la méthode de noyau, Rev. Roumaine Math. Pures. Appl., 23, 361-385.
2. FELLER, W. (1960) An Introduction to Probability Theory and Its Applications, 2nd edition, John Wiley & Sons, New York.
3. FERGUSON, T. S. (1973), A Bayesian Analysis of Some Nonparametric Problems, The Annals of Statistics, 1, No. 2, pp209-230.
4. HJORT, N. (2003), Topics in Nonparametric Statistics, Highly Structured Stochastic Systems, eds. Green, P., Hjort, N. and Richardson, S., Oxford
5. HJORT, N. AND PETRONE, S. (2007), Nonparametric Quantile Inference Using Dirichlet Processes, Chapter in Advances in Statistical Modeling and Inference, ed. by V. Nair.
6. JOHNSON, R. A. AND HWANG, L. (2003) Some Exact and Approximate Confidence Region for the Ratio of Percentiles from Two Different Distributions, Statistical Methods in Reliability, eds. Lindqvist, B. H. and Doksum, K. A., World Scientific, New Jersey.
7. JOHNSON, R. A. AND LADALLA, J. N. (1979) The Large Sample Behavior of Posterior Distributions When Sampling from Multiparameter Exponential Family Models, and Allied Results, Sankhyā, Ser. B 41, 196-215.
8. JOHNSON, N. L., KOTZ, S. AND BALAKRISHNAN, N. (2002) Continuous Multivariate Distributions, Volume 1, Models and Applications, John Wiley and Sons, New York, NY.
9. JOHNSON, R. A. AND SIM, S. (2006) Asymptotic Expansions for the Joint Posterior Distribution of Percentiles in a Nonparametric Bayesian Setting. Technical Report. University of Wisconsin Department of Statistics.
10. SERFLING, R. J. (1980) Approximation Theorems of Mathematical Statistics, Academic Press. (1986), Density Estimation for Statistics and Data Analysis, Chapman and Hall, London.