JSM 2005 Online Program

Abstract #303496

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Activity Number:	314
Type:	Topic Contributed
Date/Time:	Tuesday, August 9, 2005 : 2:00 PM to 3:50 PM
Sponsor:	Section on Bayesian Statistical Science
Abstract - #303496
Title:	Comparison of Bayesian and Bootstrap Prediction Techniques
Author(s):	Snigdhansu Chatterjee*+
Companies:	University of Minnesota
Address:	224 Church Street SE, Minneapolis, MN, 55455, United States
Keywords:	Bayesian statistics ; prediction ; bootstrap ; objective prior ; prediction interval
Abstract:	We discuss recent developments in bootstrap prediction techniques. In regular cases, the bootstrap predictive density is close to the Bayesian predictive density with an optimal choice of prior. We also discuss the properties of bootstrap predictive intervals.

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