Existence of SURU estimators in SURE model with special covariance structures

DOI10.1007/BF02882833zbMath0942.62508MaRDI QIDQ1373822

Qi-Guang Wu

Publication date: 17 December 1997

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

serial covariance structureseemingly unrelated regression equationsuniform covariance structureuniformly minimum risk unbiased estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

Cites Work

• A new estimate of regression coefficients in seemingly unrelated regression system
• Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Unnamed Item

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