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 Date: 2006-08-14 21:33:27Estimation theory Model selection Nested sampling algorithm Sufficient statistic Loss function Importance sampling Bayesian inference M-estimator Gamma distribution Statistics Bayesian statistics Statistical theory |
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| Staying at Zero with A ne Processes: A New Dynamic Term Structure Model Monfort Renne ∗DocID: 1rsq9 - View Document |
| James–Stein type estimators of variancesDocID: 1rjIr - View Document |