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Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results
Hannes Leeb and Benedikt M. PötscherVolume:
22
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/4093189
Date:
February, 2006
File:
PDF, 824 KB
english, 2006