scientific article; zbMATH DE number 1133206

MaRDI QIDQ4381970zbMATH OpenFDO

Authors Guorui Bian, Wing-Keung Wong

Publication date 15 November 1998

zbMATH Keywords

capital asset pricing modelindependent Cauchy and inverted gamma priorslower moments of multivariate poly-CauchyStein-type estimators

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Point estimation (62F10) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

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Cited in

(2)

• A note on convex stochastic dominance
• Estimating parameters in autoregressive models with asymmetric innovations

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