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- W4320919466 abstract "Hansen (2005) obtained the efficiency bound (the lowest achievable risk) in the p-dimensional normal location model when p≥3, generalizing an earlier result of Magnus (2002 Magnus, J. R. 2002. Estimation of the mean of a univariate normal distribution with known variance. Econometrics Journal 5: 225–36.[Crossref] , [Google Scholar]) for the one-dimensional case ( p = 1). The classes of estimators considered are, however, different in the two cases. We provide an alternative bound to Hansen's which is a more natural generalization of the one-dimensional case, and we compare the classes and the bounds." @default.
- W4320919466 created "2023-02-16" @default.
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- W4320919466 date "2023-02-15" @default.
- W4320919466 modified "2023-10-01" @default.
- W4320919466 title "Shrinkage efficiency bounds: An extension" @default.
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- W4320919466 doi "https://doi.org/10.1080/03610926.2023.2173976" @default.
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