Preliminary test and estimation in some multifactor diffusion processes (Q369390)
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scientific article; zbMATH DE number 6210963
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| English | Preliminary test and estimation in some multifactor diffusion processes |
scientific article; zbMATH DE number 6210963 |
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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0.7945417165756226
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0.7638561129570007
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0.737899899482727
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0.7333778738975525
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0.7315438985824585
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