๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A common framework for estimating multivariate autoregressive index models

โœ Scribed by Jayachandran N. Variyam


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
845 KB
Volume
17
Category
Article
ISSN
0167-9473

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Unbiased Estimation for a Multivariate E
โœ Laurent Bordes; Mikhail Nikulin; Vassily Voinov ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 470 KB

It is shown that for independent and identically distributed random vectors, for which the components are independent and exponentially distributed with a common shift, we can construct unbiased estimators of their density, derived from the Uniform Minimum Variance Unbiased Estimator (UMVUE) of thei