Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583)

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scientific article; zbMATH DE number 6627720
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    Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
    scientific article; zbMATH DE number 6627720

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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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