scientific article; zbMATH DE number 1248108

MaRDI QIDQ4228166zbMATH OpenFDO

Authors Jinshan Liu

Publication date 5 July 1999

zbMATH Keywords

covariance matrix estimatorseemingly unrelated regressionstwo-step estimator

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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