Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case

J. T. Gene Hwang and Aman Ullah

Journal of Econometrics, 1994, vol. 60, issue 1-2, 145-156

Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(94)90041-8
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case (1991)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:60:y:1994:i:1-2:p:145-156

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().