Representations of moments using lower-order conditional moments

10.1016/j.jspi.2005.11.001Journal of Statistical Planning and Inference1371299-305JSPI

On the shrinkage estimation of variance and Pitman closeness criterion

National audienc

Improved estimators for the selected location parameters

Subset selection, exponential populations, simultaneous estimation after selection, natural estimator, the unbiased estimator, improved estimators, Primary 62F10, secondary 62F07, 62C14,

On Consistent Statistical Procedures in Regression

Consistency, Orthogonality of measures, Random predictors, Regression,

Investigating the dependence structure between credit default swap spreads and the U.S. financial market

Archimedean copulas, Concordance measures, Credit risk, Market risk, Risk management, Tail dependence, C16, C32, D81,