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

Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models (Q670113)

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scientific article; zbMATH DE number 7037204
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English
Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models
scientific article; zbMATH DE number 7037204

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    Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models (English)
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    18 March 2019
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    Bartlett correction
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    bootstrap confidence ellipsoids
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    nuisance parameters
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    variance-covariance reduction
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