The following pages link to (Q4040694):
Displaying 50 items.
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
- Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445) (← links)
- Improved Liu-type estimator of parameters in two seemingly unrelated regressions (Q469949) (← links)
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- Statistical inference on seemingly unrelated single-index regression models (Q519231) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models (Q670113) (← links)
- An alternative approach for the numerical solution of seemingly unrelated regression equations models (Q673732) (← links)
- A Bayesian analysis of a simultaneous equations model for insurance rate-making (Q689568) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734) (← links)
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)
- Estimation of the SURE model (Q1269488) (← links)
- Multiresponse surface models with random block effects. (Q1298938) (← links)
- Regionalization of unit hydrograph parameters. I: Comparison of regression analysis techniques (Q1360348) (← links)
- Existence of SURU estimators in SURE model with special covariance structures (Q1373822) (← links)
- Computational methods for modifying seemingly unrelated regressions models. (Q1421229) (← links)
- Nonparametric seemingly unrelated regression (Q1586549) (← links)
- Maximin clusters for nonreplicated multiresponse lack of fit tests (Q1598698) (← links)
- Some overall properties of seemingly unrelated regression models (Q1621665) (← links)
- Robust inference for seemingly unrelated regression models (Q1661346) (← links)
- Preliminary test estimation in system regression models in view of asymmetry (Q1729320) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- Seemingly unrelated regression model with unequal size observations: Computational aspects (Q1874132) (← links)
- A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068) (← links)
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236) (← links)
- The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (Q1899247) (← links)
- On construction of improved estimators in multiple-design multivariate linear models under general restriction (Q1915250) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Seemingly unrelated nonparametric models with positive correlation and constrained error variances (Q1934739) (← links)
- Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss (Q1985961) (← links)
- Predictions under a system of linear regression models with correlated errors (Q2074648) (← links)
- On two correlated linear models with common and different parameters (Q2085792) (← links)
- Comparison of covariance matrices of predictors in seemingly unrelated regression models (Q2089005) (← links)
- Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
- Multivariate cluster-weighted models based on seemingly unrelated linear regression (Q2129595) (← links)
- Seemingly unrelated clusterwise linear regression (Q2201321) (← links)
- A covariance-enhanced approach to multitissue joint eQTL mapping with application to transcriptome-wide association studies (Q2245177) (← links)
- Some remarks on a pair of seemingly unrelated regression models (Q2278425) (← links)
- Bayesian variable selection in linear regression models with non-normal errors (Q2324308) (← links)
- Shrinkage estimation in system regression model (Q2354733) (← links)
- Computationally efficient methods for estimating the updated-observations SUR models (Q2382758) (← links)
- Two-stage estimation for seemingly unrelated nonparametric regression models (Q2425834) (← links)
- Efficient estimation of seemingly unrelated additive nonparametric regression models (Q2439891) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models (Q2445794) (← links)
