Pages that link to "Item:Q1985961"

The following pages link to Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss (Q1985961):

Displaying 4 items.

• Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← 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)