On efficient estimators of two seemingly unrelated regressions

DOI10.1016/j.spl.2011.01.007zbMath1209.62139OpenAlexW2032839674MaRDI QIDQ633050

Heng Lian, Radhey S. Singh, Li-chun Wang

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.007

zbMATH Keywords

seemingly unrelated regressionstwo-stage estimatormean square error matrix

Mathematics Subject Classification ID

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

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