SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
| Year of publication: |
2008
|
|---|---|
| Authors: | Knight, Keith ; Barnabani, M. ; Caner, M. ; Caner, M. ; Chernozhukov, V. ; Chernozhukov, V. ; Hong, H. ; Fan, J. ; Li, R. ; Frank, I.E. ; Friedman, J.H. ; Fu, W.J. ; Gabaix, X. ; Ibragimov, R. ; Geyer, C.J. ; Geyer, C.J. ; Hoerl, A.E. ; Kennard, R.W. ; Knight, K. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 2, p. 323-337
|