Can one estimate the unconditional distribution of post-model-selection estimators?
Hannes Leeb; Benedikt M. Pötscher
| Year of publication: |
2008
|
|---|---|
| Authors: | Leeb, Hannes ; Pötscher, Benedikt M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 2, p. 338-376
|
| Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003894196