Estimation of the SURE model
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Publication:1269488
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)
Recommendations
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cites Work
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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