Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance

DOI10.1080/02331889808802637zbMATH Open0903.62085OpenAlexW2127659012MaRDI QIDQ3842736FDOQ3842736

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)

Cites Work

• Title not available (Why is that?)
• On optimal parameter estimation in credibility

Cited In (2)

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

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