Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583)
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English | Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix |
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Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (English)
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16 September 2016
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equivariant estimator
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seemingly unrelated regression model
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group invariance
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maximal invariant
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generalized least squares estimator
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