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Fan, Jianqing, Feng, Yang, Wu, Yichao , year = · 2009 · DOI 10.1214/08-aoas215supp

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Constrained Weighted Bayesian Bootstrap

stat.ME · 2026-06-02 · unverdicted · novelty 5.0

Constrained weighted Bayesian bootstrap extends weighted Bayesian bootstrap to constrained posteriors with asymptotics matching restricted MLE and is demonstrated on option pricing.

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  • Constrained Weighted Bayesian Bootstrap stat.ME · 2026-06-02 · unverdicted · none · ref 25

    Constrained weighted Bayesian bootstrap extends weighted Bayesian bootstrap to constrained posteriors with asymptotics matching restricted MLE and is demonstrated on option pricing.