MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA

DOI10.1081/STA-100105686MaRDI QIDQ4540677zbMATH OpenFDO

Authors Ragnar Norberg, Jürgen Kleffe

Publication date 28 July 2002

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

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)

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Cites work

• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• Estimation of variance and covariance components—MINQUE theory
• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance

Cited in

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

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