M Estimation of Multivariate Regressions (Q3971654): Difference between revisions
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Revision as of 23:31, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | M Estimation of Multivariate Regressions |
scientific article |
Statements
M Estimation of Multivariate Regressions (English)
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25 June 1992
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seemingly unrelated regression
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weighted M-estimators
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asymptotic covariance matrix
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SUR estimator
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least absolute deviation
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elliptically contoured distributions
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