JOURNAL ARTICLE
Penalized maximum likelihood estimation of a stochastic multivariate regression model
Year: 2010 Journal: Statistics & Probability Letters Vol: 80 (21-22)Pages: 1643-1649 Publisher: Elsevier BV
Keywords:
Mathematics Statistics Estimator Multivariate statistics Applied mathematics Likelihood function Mean squared error Estimation theory
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Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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