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 ...
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 ...
Multivariate quantiles have been defined by a number of researchers and can be estimated by different methods. However, little work can be found in the literature about Bayesian estimation of joint ...