Efficient shrinkage in parametric models

标题
Efficient shrinkage in parametric models
作者
关键词
James–Stein, Nonlinear, Maximum likelihood, Minimax
出版物
JOURNAL OF ECONOMETRICS
Volume 190, Issue 1, Pages 115-132
出版商
Elsevier BV
发表日期
2015-10-13
DOI
10.1016/j.jeconom.2015.09.003

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