Estimation of the SURE model

DOI10.1007/BF02927105zbMath0904.62069MaRDI QIDQ1269488

Heinz Neudecker, Risto D. H. Heijmans

Publication date: 25 January 1999

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

maximum likelihoodleast squaresgeneralized least squares

Mathematics Subject Classification ID

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

Related Items (1)

Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression

Cites Work

• Matrix versions of the Cauchy and Kantorovich inequalities
• Unnamed Item

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