Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

DOI10.1016/j.stamet.2016.01.004zbMath1487.62079OpenAlexW2305405475MaRDI QIDQ670113

Dean M. Young, Kent R. Riggs, Phil D. Young

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.01.004

zbMATH Keywords

nuisance parametersBartlett correctionbootstrap confidence ellipsoidsvariance-covariance reduction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Related Items (2)

Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression ⋮ Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss

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