Shrinkage Estimation and Balanced Loss Functions in Multivariate Normal Distribution Publication Trend The graph below shows the total number of publications each year in Shrinkage Estimation and ...

Multivariate normal distribution, principal components analysis, factor analysis, latent variable models, latent class analysis and structural equations models.

The idea of this paper is to use the multivariate normal inverse Gaussian (MNIG) distribution as the conditional distribution for a multivariate GARCH model. The MNIG distribution belongs to a very ...