MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA

DOI10.1081/STA-100105686zbMath0993.62087MaRDI QIDQ4540677

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) Applications of statistics to actuarial sciences and financial mathematics (62P05) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
• Estimation of variance and covariance components—MINQUE theory
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