Efficient improved estimation of the parameters in two seemingly unrelated regression models

DOI10.1016/j.jspi.2010.03.036zbMath1188.62172OpenAlexW2068361270MaRDI QIDQ974519

Ren-Dao Ye, Tie-Feng Ma

Publication date: 3 June 2010

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.2010.03.036

zbMATH Keywords

two-stage estimatorseemingly unrelated regression modelsco-variance improved estimatorgeneralized mean square error

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10)

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