Estimation of the SURE model

DOI10.1007/BF02927105MaRDI QIDQ1269488zbMATHFDO

Authors Heinz Neudecker, Risto D. H. Heijmans

Publication date 25 January 1999

Published in Statistical Papers (Search for Journal in Brave)

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)

Recommendations

• scientific article; zbMATH DE number 193897
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
• scientific article; zbMATH DE number 1500164
• scientific article; zbMATH DE number 1618003

Cites work

• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• Matrix versions of the Cauchy and Kantorovich inequalities

Cited in

(5)

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

This page was built for publication: Estimation of the SURE model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1269488)