Adaptive GMM Shrinkage Estimation with Consistent Moment Selection

Author(s):  
Zhipeng Liao
Biometrika ◽  
2017 ◽  
Vol 104 (2) ◽  
pp. 481-488 ◽  
Author(s):  
Clifford Lam ◽  
Phoenix Feng ◽  
Charlie Hu

2013 ◽  
Vol 24 (5) ◽  
pp. 853-869 ◽  
Author(s):  
Limin Peng ◽  
Jinfeng Xu ◽  
Nancy Kutner

Author(s):  
Young-Won Kim ◽  
David M. Nickerson ◽  
I.V. Basawa

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