Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system
type: Item
instance of: scholarly article
title: Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system
zbMATH Open document ID: 0832.62051
DOI: 10.1007/BF02274043
author: Qiguang Wu
publication date: 1996-03-05T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 801057
zbMATH Keywords: uniformly minimum risk unbiased estimator of regression coefficients
zbMATH Keywords: seemingly unrelated regression
zbMATH Keywords: normality
zbMATH Keywords: necessary and sufficient condition
zbMATH Keywords: existence
zbMATH Keywords: strictly convex loss
zbMATH Keywords: unbiased estimator
zbMATH Keywords: least squares estimator
zbMATH Keywords: missing observations
MaRDI profile type: Publication
cites work: Q5594239
cites work: A new estimate of regression coefficients in seemingly unrelated regression system
cites work: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
cites work: Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
published in: Acta Mathematica Sinica, English Series
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description: scientific article; zbMATH DE number 801057