Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system

DOI10.1007/BF02274043zbMath0832.62051MaRDI QIDQ4849485

Qi-Guang Wu

Publication date: 5 March 1996

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

existencenormalitymissing observationsleast squares estimatornecessary and sufficient conditionseemingly unrelated regressionunbiased estimatorstrictly convex lossuniformly minimum risk unbiased estimator of regression coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

Existence of SURU estimators in SURE model with special covariance structures ⋮ Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

Cites Work

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• A new estimate of regression coefficients in seemingly unrelated regression system
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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