Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance

DOI10.1080/02331889808802637MaRDI QIDQ3842736zbMATH OpenOpenAlexFDO

Authors Ragnar Norberg, Jürgen Kleffe

Publication date 8 November 1998

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889808802637

zbMATH Keywords

linear modelsvariance componentsempirical Bayes

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• On optimal parameter estimation in credibility

Cited in

(2)

• Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
• MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA

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