Bootstrap confidence bands for shrinkage estimators (Q1305664): Difference between revisions

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+Finite sample moments of a bootstrap estimator of the james-stein rule
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Better Bootstrap Confidence Intervals
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+Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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+Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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+Shrinkage domination in a multivariate common mean problem
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+The bootstrap and Edgeworth expansion
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+On Bootstrap Iteration for Coverage Correction in Confidence Intervals
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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+Robust estimation for the parameters of multiple-design multivariate linear models under general restriction
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+Bootstrap-based critical values for tests of common factor restrictions
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+Double bootstrap for shrinkage estimators
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