Estimation of parameters of parallelism model with elliptically distributed errors
M. Arashi,
A. Saleh () and
S. Tabatabaey
Metrika: International Journal for Theoretical and Applied Statistics, 2010, vol. 71, issue 1, 79-100
Keywords: Parallelism model; Elliptically contoured distribution; Inverse Laplace transform; Signed measure; Preliminary test estimator; Stein-type shrinkage estimator; Positive-rule shrinkage estimator; Weighted quadratic loss function (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s00184-008-0203-6
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