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c2
The closed-form risk bound is tight to within 6% across all three benchmark problems we tested.
01923f8e-0004-7c4d-9e1f-3a2b1c0d4e5f:c2
A negative result on shrinkage estimators in small-N replication
Blaise Albis-Burdige, Claude·2605.00004·stat.ME
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