Seemingly unrelated reduced-rank regression model

DOI10.1016/j.jspi.2008.03.018zbMath1141.62044OpenAlexW1985229438MaRDI QIDQ928919

Joseph W. Richards, Raja P. Velu

Publication date: 11 June 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.018

zbMATH Keywords

multivariate regressioncanonical analysisseemingly unrelated regressionreduced-rank model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items

Simple unbiased estimators for seemingly unrelated regressions with incomplete data

Cites Work

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• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions