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

B-Tier
Journal: Econometric Theory
Year: 2008
Volume: 24
Issue: 2
Pages: 581-583

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:24:y:2008:i:02:p:581-583_08
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25