On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
β Scribed by Ulrich Herkenrath
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 841 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0167-6687
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π SIMILAR VOLUMES
We consider two simple estimators of the mean p in a variance component model (one-way classification, unbalanced case) 1 1 FI=; 7 Yjk; F2=; 2 g j \* ## I I n dependence of the estimation procedure (ANOVA, MINQ, sampling theory) we obtain several different estimators for t h e variances of pl and
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