One-sided tests for independence of seemingly unrelated regression equations

DOI10.1016/j.jmva.2003.09.003zbMath1050.62072OpenAlexW2044833706MaRDI QIDQ1882950

Hiroshi Kurata

Publication date: 1 October 2004

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.003

zbMATH Keywords

independenceinvarianceseemingly unrelated regression modellocally most mean powerful testone-sided hypothesis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression ⋮ Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss ⋮ Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

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