Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression |
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Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (English)
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7 April 2022
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elliptically symmetric distribution
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equivariant estimator
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generalized least squares
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risk matrix
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seemingly unrelated regression model
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