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 ...

This is a preview. Log in through your library . Abstract Let {Xt} be a discrete multivariate Gaussian autoregressive process of order 1. The paper derives the exact finite-sample joint moment ...