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ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
Beran, Rudolf
;
Anderson, T.W.
;
Efron, B.
;
Morris, C.
; …
- In:
Econometric theory
24
(
2008
)
2
,
pp. 448-471
Persistent link: https://www.econbiz.de/10007912724
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