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

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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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