WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS (Q5229425)
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scientific article; zbMATH DE number 7094507
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS |
scientific article; zbMATH DE number 7094507 |
Statements
WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS (English)
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15 August 2019
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seemingly unrelated regression (SUR)
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weight least absolute deviations (WLAD)
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general weight least absolute deviations (GWLAD)
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weight least absolute deviations ridge (WLAD\_Ridge)
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general weight least absolute deviations ridge (GWLAD\_Ridge)
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least absolute deviations (LAD) cross validation criteria
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0.8911687
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0.88665295
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0.88581467
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0.8855585
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0.88314635
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0.8757545
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0.87556225
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0.8693204
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