Preliminary test and estimation in some multifactor diffusion processes (Q369390): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 58J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / zbMATH DE Number: 6210963 / rank | |||
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asymptotic distributional risk | |||
| Property / zbMATH Keywords: asymptotic distributional risk / rank | |||
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MLE | |||
| Property / zbMATH Keywords: MLE / rank | |||
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pretest estimator | |||
| Property / zbMATH Keywords: pretest estimator / rank | |||
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Stein-rule | |||
| Property / zbMATH Keywords: Stein-rule / rank | |||
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Revision as of 13:26, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preliminary test and estimation in some multifactor diffusion processes |
scientific article |
Statements
Preliminary test and estimation in some multifactor diffusion processes (English)
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24 September 2013
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asymptotic distributional risk
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MLE
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pretest estimator
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Stein-rule
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