Higher-order asymptotic theory of shrinkage estimation for general statistical models
type: Item
instance of: scholarly article
title: Higher-order asymptotic theory of shrinkage estimation for general statistical models
zbMATH Open document ID: 1499.62322
author: Hiroshi Shiraishi
author: Masanobu Taniguchi
author: Takashi Yamashita
published in: Journal of Multivariate Analysis
publication date: 2018-05-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6869759
zbMATH Keywords: curved statistical model
zbMATH Keywords: dependent data
zbMATH Keywords: higher-order asymptotic theory
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: portfolio estimation
zbMATH Keywords: regression model
zbMATH Keywords: shrinkage estimator
zbMATH Keywords: stationary process
MaRDI profile type: Publication
full work available at URL: j.jmva.2018.03.006
OpenAlex ID: W2792271691
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Wikidata QID: Q130093336
DOI: 10.1016/J.JMVA.2018.03.006
description: scientific article; zbMATH DE number 6869759