Estimation for seemingly unrelated regression equations

doi:10.1524/strm.1997.15.2.183

科研成果详情

发表状态	已发表Published
题名	Estimation for seemingly unrelated regression equations
作者	Fang, Kaitai1 ; Lam, Peter Che Bor 1; Wu, Qiguang 2
发表日期	1997
发表期刊	Statistics and Risk Modeling
ISSN/eISSN	2193-1402
卷号	15 期号:2 页码:183-190
摘要	In this paper the problem of estimating regression coefficients in seemingly unrelated regression equations under some quadratic losses and matrix losses is discussed. The necessary and sufficient conditions for the existence of the uniformly minimum risk equivariant estimator under an affine group and a transitive group of transformations are given respectively. The minimaxity of the least squares estimators are also studied. © 2014, Oldenbourg Wissenschaftsverlag GmbH, Rosenheimer Str. 145, 81671 München. All rights reserved.
关键词	Decision theory minimax estimator regression model uniformly minimum risk equivariant estimator
DOI	10.1524/strm.1997.15.2.183
URL	查看来源
语种	英语English
Scopus入藏号	2-s2.0-84977752211
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/2512
专题	个人在本单位外知识产出
作者单位	1.Department of Mathematics, Hong Kong Baptist University, Hong Kong 2.Institute of Systems Science Academia, Sinica Beijing 10080, China
推荐引用方式 GB/T 7714	Fang, Kaitai,Lam, Peter Che Bor,Wu, Qiguang. Estimation for seemingly unrelated regression equations[J]. Statistics and Risk Modeling, 1997, 15(2): 183-190.
APA	Fang, Kaitai, Lam, Peter Che Bor, & Wu, Qiguang. (1997). Estimation for seemingly unrelated regression equations. Statistics and Risk Modeling, 15(2), 183-190.
MLA	Fang, Kaitai,et al."Estimation for seemingly unrelated regression equations". Statistics and Risk Modeling 15.2(1997): 183-190.