Bayesian bootstrap multivariate regression

DOI10.1016/S0304-4076(02)00196-3zbMath1026.62019MaRDI QIDQ1868969

Thomas Heckelei, Ron C. Mittelhammer

Publication date: 9 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

multivariate regressionbootstrappingrobust likelihoodsimultaneous equation mappings

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Bayesian bootstraps for massive data ⋮ Exponential series estimator of multivariate densities

Cites Work

• Consistent and robust Bayes procedures for location based on partial information
• Further experience in Bayesian analysis using Monte Carlo integration
• On the theory of elliptically contoured distributions
• Maximum entropy estimation of density and regression functions
• Bootstrap methods: another look at the jackknife
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• The jackknife and bootstrap
• Proper likelihoods for Bayesian analysis
• Bootstrap likelihoods
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
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