Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results

Econometric Theory

Volumn 22, Issue 1, 2006, Pages 69-97

  Leeb, Hannes ^a   Pötscher, Benedikt M ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644891014     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060038     Document Type: Article

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