M Estimation of Multivariate Regressions (Q3971654)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: M Estimation of Multivariate Regressions |
scientific article; zbMATH DE number 9482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | M Estimation of Multivariate Regressions |
scientific article; zbMATH DE number 9482 |
Statements
M Estimation of Multivariate Regressions (English)
0 references
25 June 1992
0 references
seemingly unrelated regression
0 references
weighted M-estimators
0 references
asymptotic covariance matrix
0 references
SUR estimator
0 references
least absolute deviation
0 references
elliptically contoured distributions
0 references
0.8489830493927002
0 references
0.8146693706512451
0 references
0.8043947815895081
0 references
