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Communications in Statistics - Theory and Methods Volume 25, 1996 - Issue 7
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Original Articles

Estimating multivariate random effects without replication

Leonard C. Maclean School of Business Administration, Dalhousie University, Halifax, Nova Scotia, CanadaB3H 1Z5
&
K. Laurence Weldon Department of Mathematics and Statistics, Simon Fraser University, Burnaby, British Columbia, CanadaV5A IS6
Pages 1447-1469 | Received 01 Dec 1991, Published online: 27 Jun 2007

Citations (8)

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Read on this site (1)

Leonard C. Maclean , William T. Ziemba & Yuming Li. (2005) Time to wealth goals in capital accumulation. Quantitative Finance 5:4, pages 343-355.
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Articles from other publishers (7)

Leonard C. Maclean & William T. Ziemba. 2008. Handbook of Asset and Liability Management. Handbook of Asset and Liability Management 429 473 .
Leonard MacLean, Yonggan Zhao & William Ziemba. (2006) Dynamic portfolio selection with process control. Journal of Banking & Finance 30:2, pages 317-339.
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Leonard C. MacLean & William T. Ziemba. 2006. Theory and Methodology. Theory and Methodology 429 473 .
Hardeo Sahai & Mario Miguel OjedaHardeo Sahai & Mario Miguel Ojeda. 2004. Analysis of Variance for Random Models. Analysis of Variance for Random Models 1 19 .
Leonard C. Maclean, Michael E. Foster & William T. Ziemba. 2002. Financial Engineering, E-commerce and Supply Chain. Financial Engineering, E-commerce and Supply Chain 47 57 .
Marc C. Steinbach. (2001) Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis. SIAM Review 43:1, pages 31-85.
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Leonard MacLean, Michael E. Foster & William T. Ziemba. (2004) Empirical Bayes Estimation with Dynamic Portfolio Models. SSRN Electronic Journal.
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