Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss

DOI10.1007/s10260-019-00473-xzbMath1436.62203OpenAlexW2947474047WikidataQ127781601 ScholiaQ127781601MaRDI QIDQ1985961

Shun Matsuura, Hiroshi Kurata

Publication date: 7 April 2020

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-019-00473-x

zbMATH Keywords

covariance matrixequivariant estimatorcorrelation matrixgeneralized least squares estimatorseemingly unrelated regression model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02)

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