Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
During the Oxford Conference of the Econometric Society in 1936, Ragnar Frisch proposed a problem of characterization of distributions based on the property of linear regression of one linear function ...
The covariance between counting process martingales is used to characterize the dependence between two failure time variates. A representation of the bivariate survivor function is obtained in terms ...
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