Double bootstrap for shrinkage estimators
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 68 (1995)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/jeconom
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- Brownstone, David, 1990. "Bootstrapping improved estimators for linear regression models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 171-187.
- Vinod, Hrishikesh D, 1978. "A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares," The Review of Economics and Statistics, MIT Press, vol. 60(1), pages 121-31, February.
- Karlsson, Sune & Lothgren, Mickael, 2000.
"Computationally efficient double bootstrap variance estimation,"
Computational Statistics & Data Analysis,
Elsevier, vol. 33(3), pages 237-247, May.
- Karlsson, Sune & Löthgren, Mickael, 1997. "Computationally Efficient Double Bootstrap Variance Estimation," Working Paper Series in Economics and Finance 151, Stockholm School of Economics.
- Kazimi, Camilla & Brownstone, David, 1999. "Bootstrap confidence bands for shrinkage estimators," Journal of Econometrics, Elsevier, vol. 90(1), pages 99-127, May.
- Luis Firinguetti & Gladys Bobadilla, 2011. "Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion," Statistical Papers, Springer, vol. 52(2), pages 287-307, May.
- Vinod, H. D., 1998. "FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions," Journal of Econometrics, Elsevier, vol. 86(2), pages 387-396, June.
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