Estimation of the SURE model

DOI10.1007/BF02927105zbMATH Open0904.62069MaRDI QIDQ1269488FDOQ1269488

Authors: Heinz Neudecker, Risto D. H. Heijmans 

Publication date: 25 January 1999

Published in: Statistical Papers (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihoodleast squaresgeneralized least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Matrix versions of the Cauchy and Kantorovich inequalities

Cited In (5)

• Professor Heinz Neudecker and matrix differential calculus
• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
• Inconsistencies in SURE models: Computational aspects
• A simulation study for SURE estimators with an application in air navigation in Saudi Arabia
• Robust estimation of the SUR model

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