Estimation of parameters of parallelism model with elliptically distributed errors
| Year of publication: |
2010
|
|---|---|
| Authors: | Arashi, M. ; Saleh, A. ; Tabatabaey, S. |
| Published in: |
Metrika. - Springer. - Vol. 71.2010, 1, p. 79-100
|
| Publisher: |
Springer |
| Subject: | Parallelism model | Elliptically contoured distribution | Inverse Laplace transform | Signed measure | Preliminary test estimator | Stein-type shrinkage estimator | Positive-rule shrinkage estimator | Weighted quadratic loss function |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008467027