Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
type: Item
instance of: scholarly article
title: Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
zbMATH Open document ID: 1024.62043
DOI: 10.1016/S0167-6687(03)00112-4
author: Hélène Cossette
author: Andrew Luong
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62C12
zbMATH DE Number: 2004081
zbMATH Keywords: Hachemeister regression model
zbMATH Keywords: empirical Bayes estimators
zbMATH Keywords: moving average errors
zbMATH Keywords: credibility factor
zbMATH Keywords: generalized least squares estimators
zbMATH Keywords: variance components models
MaRDI profile type: Publication
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full work available at URL: s0167-6687(03)00112-4
OpenAlex ID: W2041971556
description: scientific article; zbMATH DE number 2004081