Estimation for seemingly unrelated regression equations

doi:10.1524/strm.1997.15.2.183

Details of Research Outputs

Status	已发表Published
Title	Estimation for seemingly unrelated regression equations
Creator	Fang, Kaitai1 ; Lam, Peter Che Bor 1; Wu, Qiguang 2
Date Issued	1997
Source Publication	Statistics and Risk Modeling
ISSN	2193-1402
Volume	15 Issue:2 Pages:183-190
Abstract	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.
Keyword	Decision theory minimax estimator regression model uniformly minimum risk equivariant estimator
DOI	10.1524/strm.1997.15.2.183
URL	View source
Language	英语English
Scopus ID	2-s2.0-84977752211
Citation statistics	Cited Times [WOS]:0 [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/2512
Collection	Research outside affiliated institution
Affiliation	1.Department of Mathematics, Hong Kong Baptist University, Hong Kong 2.Institute of Systems Science Academia, Sinica Beijing 10080, China
Recommended Citation 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.

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