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On Gagnon's criticism of ARMA models for real GNP growth

Hauser, Michael A. - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 125-129

Persistent link: https://www.econbiz.de/10001165660

Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results

Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97

Persistent link: https://www.econbiz.de/10003272610

Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results

Leeb, Hannes (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002174801

Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results

Leeb, Hannes; Pötscher, Benedikt M. - 2003

We consider the problem of estimating measures of precision of shrinkage-type estimators like their risk or distribution. The notion of shrinkage-type estimators here refers to estimators like the James-Stein estimator or Lasso-type estimators, as well as to 'thresholding' estimators such as,...

Persistent link: https://www.econbiz.de/10014089489