scientific article; zbMATH DE number 2032445

MaRDI QIDQ4446294zbMATH OpenFDO

Authors Jinshan Liu

Publication date 26 January 2004

zbMATH Keywords

multivariate \(t\)-distributionseemingly unrelated regressionsZellner's estimatorcovariance-improved estimator

Mathematics Subject Classification ID

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

Recommendations

• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• Mean square error comparisons of estimators in two SUR models
• MSEM dominance of estimators in two seemingly unrelated regressions
• Efficient improved estimation of the parameters in two seemingly unrelated regression models
• scientific article; zbMATH DE number 4058672

Cited in

(5)

• Mean square error comparisons of estimators in two SUR models
• Two-stage estimation for seemingly unrelated nonparametric regression models
• The Exact Distribution of the SUR Estimator
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• MSEM dominance of estimators in two seemingly unrelated regressions

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