A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model

DOI10.1007/BF02481027zbMath0518.62055MaRDI QIDQ1054101

Koichi Maekawa, Takeaki Kariya

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

momentsgeneralized least squarescumulative distributionseemingly unrelated regression modelapproximate covariance matrixEdgeworth type expansionZellner estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Cites Work

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