Robust estimation of the SUR model

DOI10.2307/3315978zbMath0981.62065OpenAlexW2069998832MaRDI QIDQ4521136

Martin Bilodeau, Pierre Duchesne

Publication date: 27 March 2002

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/887e925dfdf7dacddb730ca0ed40471f9a8e2654

zbMATH Keywords

robustnessS-estimatorsseemingly unrelated regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

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