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Title: Seemingly unrelated regression models (English)
Author: Kubáček, Lubomír
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 58
Issue: 1
Year: 2013
Pages: 111-123
Summary lang: English
Category: math
Summary: The cross-covariance matrix of observation vectors in two linear statistical models need not be zero matrix. In such a case the problem is to find explicit expressions for the best linear unbiased estimators of both model parameters and estimators of variance components in the simplest structure of the covariance matrix. Univariate and multivariate forms of linear models are dealt with. (English)
Keyword: seemingly unrelated regression
Keyword: linear statistical model
Keyword: variance components
Keyword: BLUE
Keyword: MINQUE
MSC: 62F10
MSC: 62H12
MSC: 62J05
MSC: 62P20
idZBL: Zbl 1274.62451
idMR: MR3022771
DOI: 10.1007/s10492-013-0005-7
Date available: 2013-01-23T10:15:42Z
Last updated: 2020-07-02
Stable URL:
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