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

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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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