scientific article; zbMATH DE number 1133206

zbMath0899.62038MaRDI QIDQ4381970

Guorui Bian, Wing-Keung Wong

Publication date: 15 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

capital asset pricing modelStein-type estimatorsindependent Cauchy and inverted gamma priorslower moments of multivariate poly-Cauchy

Mathematics Subject Classification ID

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

Related Items (2)

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

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