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Double bootstrap for shrinkage estimators

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  • Vinod, H. D.

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  • Vinod, H. D., 1995. "Double bootstrap for shrinkage estimators," Journal of Econometrics, Elsevier, vol. 68(2), pages 287-302, August.
    • Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:287-302
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    References listed on IDEAS

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    1. H. D. Vinod & Baldev Raj, 1988. "Economic Issues in Bell System Divestiture: A Bootstrap Application," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(2), pages 251-261, June.
    2. Brownstone, David, 1990. "Bootstrapping improved estimators for linear regression models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 171-187.
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    Cited by:

    1. Karlsson, Sune & Lothgren, Mickael, 2000. "Computationally efficient double bootstrap variance estimation," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 237-247, May.
    2. Kazimi, Camilla & Brownstone, David, 1999. "Bootstrap confidence bands for shrinkage estimators," Journal of Econometrics, Elsevier, vol. 90(1), pages 99-127, May.
    3. Akio Namba, 2021. "Bootstrapping the Stein-Rule Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 219-237, December.
    4. Jie Huang & David Harrington, 2002. "Penalized Partial Likelihood Regression for Right-Censored Data with Bootstrap Selection of the Penalty Parameter," Biometrics, The International Biometric Society, vol. 58(4), pages 781-791, December.
    5. 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.
    6. 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.

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