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Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing
Carter, R.A.L., (1990)
Properties of shrinkageestimators in linear regression when disturbances are not normal
ULLAH, A.,
Moments of the Function of Non-normal Random Vector with Applications to Econometric Estimators and Test Statistics
Ullah, A., (1995)