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PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
Leeb, Hannes, Pötscher, Benedikt M.Volume:
22
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466606060038
Date:
February, 2006
File:
PDF, 255 KB
english, 2006