Robust inference for seemingly unrelated regression models

DOI10.1016/j.jmva.2018.05.002zbMath1406.62024arXiv1801.04716OpenAlexW2784112492WikidataQ129832980 ScholiaQ129832980MaRDI QIDQ1661346

Kris Peremans, Stefan Van Aelst

Publication date: 16 August 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.04716

zbMATH Keywords

robust testingfast and robust bootstrapMM-estimatordiagonality test

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

S-estimation in linear models with structured covariance matrices ⋮ Robust Bayesian seemingly unrelated regression model

Uses Software

• Systemfit

Cites Work

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