Estimations of parametric functions under a system of linear regression equations with correlated errors
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Publication:601926
DOI10.1007/s10114-010-8434-7zbMath1197.62062OpenAlexW2100766642MaRDI QIDQ601926
Publication date: 29 October 2010
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-010-8434-7
estimabilityBLUEmatrix rank methodparametric functionsdecompositions of estimatorsequalities of estimatorsSUR model
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09)
Related Items (8)
Some overall properties of seemingly unrelated regression models ⋮ Predictions and estimations under a group of linear models with random coefficients ⋮ Empirical likelihood for panel data models with spatial errors ⋮ Large deviations for parameter estimators of some time inhomogeneous diffusion process ⋮ Unnamed Item ⋮ Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models ⋮ Predictions under a system of linear regression models with correlated errors ⋮ Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models
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