Abstract
ABSTRACTSeemingly unrelated regression models have been commonly employed as regression models with multiple explanatory variables and multiple response variables having cross‐correlations. This paper discusses equivariant estimation of the regression coefficient vector and derives the best equivariant estimator under a generalized quadratic loss function. The result of this paper is shown to include the results of previous best equivariant estimators under specific loss functions as special cases.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callSimilar Papers
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
