James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator
Year of publication: |
1999-02-01
|
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Authors: | Kim, Tae-Hwan ; White, Halbert |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | shrinkage | asymptotic risk | combination estimator |
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