Preliminary test estimation in system regression models in view of asymmetry

DOI10.1007/s00180-018-0794-yzbMath1417.62201OpenAlexW2789247496MaRDI QIDQ1729320

Xianqiang Yang

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0794-y

zbMATH Keywords

seemingly unrelated regression modelpreliminary test estimatorasymmetric lossBLINEX lossfeasible estimatorsystem regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• bayesm

Cites Work

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