The exact distribution of the Stein-rule estimator

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Publication:2266304

DOI10.1016/0304-4076(84)90041-1zbMath0559.62010OpenAlexW1998943193MaRDI QIDQ2266304

Peter C. B. Phillips

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d06/d0682.pdf




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