MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA

DOI10.1081/STA-100105686zbMATH Open0993.62087MaRDI QIDQ4540677FDOQ4540677

Authors: Ragnar Norberg, Jürgen Kleffe 

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Estimation of variance and covariance components—MINQUE theory
• Title not available (Why is that?)
• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance

Cited In (1)

• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance

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