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Effect of Misspecifying the Disturbance Covariance Matrix on a Family of Shrinkage Estimators - MaRDI portal

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Effect of Misspecifying the Disturbance Covariance Matrix on a Family of Shrinkage Estimators

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Publication:3083761

DOI10.1080/03610920903353691zbMATH Open1208.62107OpenAlexW2030758937MaRDI QIDQ3083761

Author name not available (Why is that?)

Publication date: 23 March 2011

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903353691



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