Pages that link to "Item:Q1354380"
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The following pages link to Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380):
Displayed 4 items.
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Lattice conditional independence models for seemingly unrelated regressions (Q4490164) (← links)