Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals Article

Zeebari, Zangin, Kibria, BM Golam, Shukur, Ghazi. (2018). Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals . COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 47(20), 5029-5053. 10.1080/03610926.2017.1383431

International Collaboration

keywords

  • ESTIMATORS
  • MEDIAN REGRESSION
  • MODELS
  • Mathematics
  • Multicollinearity
  • PARAMETERS
  • Physical Sciences
  • Ridge regression
  • Science & Technology
  • Seemingly unrelated regressions
  • Statistics & Probability

Digital Object Identifier (DOI)

publisher

  • TAYLOR & FRANCIS INC

start page

  • 5029

end page

  • 5053

volume

  • 47

issue

  • 20