The exact distribution of the Stein-rule estimator
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- Ullah, Aman, 1974. "On the sampling distribution of improved estimators for coefficients in linear regression," Journal of Econometrics, Elsevier, vol. 2(2), pages 143-150, July.
- Phillips, Peter C B, 1985. "The Exact Distribution of the SUR Estimator," Econometrica, Econometric Society, vol. 53(4), pages 745-756, July.