Bayesian bootstrap multivariate regression

DOI10.1016/S0304-4076(02)00196-3MaRDI QIDQ1868969zbMATH OpenFDO

Authors 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

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

Recommendations

• Experience with a bayesian bootstrap method incorporating proper prior information
• Bootstrapping for multivariate linear regression models
• Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
• A Bayesian non-parametric estimate for multivariate regression
• Bayesian inference of a multivariate regression model

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• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
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• The jackknife and bootstrap

Cited in

(3)

• Bootstrapping for multivariate linear regression models
• Exponential series estimator of multivariate densities
• Bayesian bootstraps for massive data

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