Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression

DOI10.1111/J.1467-9574.2011.00491.XMaRDI QIDQ6573451FDOQ6573451

Authors: Sévérien Nkurunziza, S. Ejaz Ahmed 

Publication date: 16 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

simulationquasi-likelihood estimatormultivariate multiple regressionasymptotic distribution riskshrinkage strategies

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Linear inference, regression (62Jxx) Multivariate analysis (62Hxx)

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