Existence of SURU estimators in SURE model with special covariance structures

DOI10.1007/BF02882833zbMATH Open0942.62508MaRDI QIDQ1373822FDOQ1373822

Authors: Qiguang Wu 

Publication date: 17 December 1997

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

serial covariance structureseemingly unrelated regression equationsuniform covariance structureuniformly minimum risk unbiased estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• A new estimate of regression coefficients in seemingly unrelated regression system
• Title not available (Why is that?)
• Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system

Cited In (1)

• Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

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