CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”

DOI10.1017/S0266466608080444zbMath1284.62446OpenAlexW1592147191MaRDI QIDQ3632391

Hannes Leeb, Benedikt M. Pötscher

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608080444

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding

Cites Work

• Can one estimate the conditional distribution of post-model-selection estimators?

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