Existence of SURU estimators in SURE model with special covariance structures

DOI10.1007/BF02882833MaRDI QIDQ1373822zbMATH OpenFDO

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

• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• A new estimate of regression coefficients in seemingly unrelated regression system
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• 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

This page was built for publication: Existence of SURU estimators in SURE model with special covariance structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1373822)