The Generalized Shrunken Estimators in the Multivariate Seemingly Unrelated Regression System

摘要：

For the multivariate seemingly unrelated regression system with two linear regression models, when the design matrix is ill-conditioned, some sufficient conditions and necessary conditions of the generalized shrunken estimators were discussed, and a two stage generalized shrunken estimator is given. Lis(1997) results are extended in this paper.

关键词： Multivariate Seemingly Unrelated Regression System Generalized Shrunken Estimator A-superior Equal to G-superior Equal to

作者: WANG Shiqing LI Yifang YE Xiaofeng

作者单位: College of Mathematicis and Information Science, North China University of Water Conservancy and Electric Power, P.R.China, 450011

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-5

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）