On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model

DOI10.1006/JMVA.1999.1817zbMath0951.62053OpenAlexW2038246017MaRDI QIDQ1301593

Hiroshi Kurata

Publication date: 20 December 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1817

zbMATH Keywords

generalized least squares estimatorscovariance matricesheteroscedastic modelseemingly unrelated regression modelelliptically symmetric distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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