Efficient shrinkage in parametric models (Q894642): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2015.09.003
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+W2168778510
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@@ Property / cites work @@
+Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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+Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
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+Selecting a minimax estimator of a multivariate normal mean
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+SHRINKAGE EFFICIENCY BOUNDS
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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+Estimation of the mean of a multivariate normal distribution
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