CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”

Hannes Leeb () and Benedikt Pötscher

Econometric Theory, 2008, vol. 24, issue 2, 581-583

Abstract: In our paper published in vol. 22, no. 1, of Econometric Theory (2006, pp. 69–97) the proof of (22) in Lemma 3.1 is incorrect as given. The problem in the proof occurs after the first display on p. 93 where we attempted to deduce (22) from the already established relation (21). The argument given there is incorrect, because an existence-quantor was mistaken for an all-quantor. We show how the problem can be repaired. In the course of this, we also note a useful variant of another result in Lemma 3.1.

Date: 2008
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