Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805)

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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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