Fast robust SUR with economical and actuarial applications

DOI10.1002/sam.11313OpenAlexW2407525010MaRDI QIDQ4970369

Mia Hubert, Özlem Yorulmaz, Tim Verdonck

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://repository.uantwerpen.be/docman/irua/02ab4e/157283.pdf

zbMATH Keywords

outlierseemingly unrelated regressionclaims reservingS-estimatorfeasible generalized least squares

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items (2)

Robust inference for seemingly unrelated regression models ⋮ Some finite sample results for a system of seemingly unrelated regression equations

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