Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models

DOI10.1080/03610919008812852zbMath0715.62064OpenAlexW2063493177MaRDI QIDQ3201314

Dennis Oberhelman, K. R. Kadiyala

Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812852

zbMATH Keywords

bootstrapCAPMstandard errorsempirical powerempirical Bayes estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15)

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Cites Work

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