JOURNAL ARTICLE

Penalized maximum likelihood estimation of a stochastic multivariate regression model

Elizabeth HansenKung‐Sik Chan

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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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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