Median regression for SUR models with the same explanatory variables in each equation

DOI10.1080/02664763.2012.682566zbMath1473.62167OpenAlexW1986161655MaRDI QIDQ3168309

Ghazi Shukur, Zangin Zeebari

Publication date: 30 October 2012

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2012.682566

zbMATH Keywords

robustnessefficiencySURE modelsmultivariate skew-\(t\) distributionmedian regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Performance of ridge estimator in skew-normal mode regression model ⋮ On The Least Absolute Deviations Method for Ridge Estimation of Sure Models ⋮ WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS ⋮ Unnamed Item

Cites Work

• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Unnamed Item

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