๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system

โœ Scribed by Wu Qiguang


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1995
Tongue
English
Weight
268 KB
Volume
11
Category
Article
ISSN
1439-7617

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Existence conditions of the uniformly mi
โœ Qi-Guang Wu ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 523 KB

Necessary and sufficient existence conditions are derived for the uniformly minimum risk unbiased estimators of the parameters in extended growth curve models with the general covariance matrix or the uniform covariance structure or the serial covariance structure under convex losses and matrix loss

Existence conditions for the uniformly m
โœ Guo-Qing Yang; Qi-Guang Wu ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 176 KB

This paper studies the existence of the uniformly minimum risk unbiased (UMRU) estimators of parameters in a class of linear models with an error vector having multivariate normal distribution or t-distribution, which include the growth curve model, the extended growth curve model, the seemingly unr

On the Efficiencies of Several Generaliz
โœ Hiroshi Kurata ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 102 KB

This paper investigates the efficiencies of several generalized least squares estimators (GLSEs) in terms of the covariance matrix. Two models are analyzed: a seemingly unrelated regression model and a heteroscedastic model. In both models, we define a class of unbiased GLSEs and show that their cov