Robust empirical bayes confidence intervals
Year of publication: |
2022
|
---|---|
Authors: | Armstrong, Timothy B. ; Kolesár, Michal ; Plagborg-Møller, Mikkel |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 90.2022, 6, p. 2567-2602
|
Subject: | Average coverage | confidence interval | empirical Bayes | shrinkage |
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