Pages that link to "Item:Q1354380"

The following pages link to Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380):

Displaying 6 items.

• Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
• Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
• One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
• Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss (Q1985961) (← links)
• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)