Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
type: Item
instance of: scholarly article
title: Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
zbMATH Open document ID: 1400.62144
author: Hiroshi Kurata
author: Shun Matsuura
published in: Annals of the Institute of Statistical Mathematics
publication date: 2016-09-16T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6627720
zbMATH Keywords: equivariant estimator
zbMATH Keywords: seemingly unrelated regression model
zbMATH Keywords: group invariance
zbMATH Keywords: maximal invariant
zbMATH Keywords: generalized least squares estimator
MaRDI profile type: Publication
full work available at URL: s10463-015-0512-2
OpenAlex ID: W2080345960
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DOI: 10.1007/S10463-015-0512-2
description: scientific article; zbMATH DE number 6627720