Bootstrapping estimators for the seemingly unrelated regressions model

DOI10.1080/00949659608811727zbMath0881.62071OpenAlexW2047584147MaRDI QIDQ4355602

R. Carter Hill, Phillip A. Cartwright, Julia F. Arbaugh

Publication date: 21 September 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811727

zbMATH Keywords

bootstrapseemingly unrelated regressionsStein rulesempirical Bayes estimatorsprice-promotion model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Monte Carlo and bootstrap testing of demand homogeneity
• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Some asymptotic theory for the bootstrap
• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife
• Estimation of seemingly unrelated regression equations
• Shrinkage estimation in nonlinear regression: The Box-Cox transformation
• Jackknife, bootstrap and other resampling methods in regression analysis
• The exact distribution of the Stein-rule estimator
• Finite sample moments of a bootstrap estimator of the james-stein rule
• Maximization by Quadratic Hill-Climbing

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