M Estimation of Multivariate Regressions (Q3971654)
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scientific article; zbMATH DE number 9482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | M Estimation of Multivariate Regressions |
scientific article; zbMATH DE number 9482 |
Statements
M Estimation of Multivariate Regressions (English)
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25 June 1992
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seemingly unrelated regression
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weighted M-estimators
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asymptotic covariance matrix
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SUR estimator
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least absolute deviation
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elliptically contoured distributions
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0.8489830493927002
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0.8146693706512451
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0.8043947815895081
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