Estimation for seemingly unrelated regression equations

Kai-Tai Fang, Peter C. B. Lam, Qi-Guang Wu

Research output: Contribution to journalJournal articlepeer-review

1 Citation (Scopus)
7 Downloads (Pure)


In this paper the problem of estimating regression coefficients in seemingly unrelated regression equations under some quadratic losses and matrix losses is discussed. The necessary and sufficient conditions for the existence of the uniformly minimum risk equivariant estimator under an affine group and a transitive group of transformations are given respectively. The minimaxity of the least squares estimators are also studied.
Original languageEnglish
Pages (from-to)183-189
Number of pages7
JournalStatistics & Decisions
Issue number2
Publication statusPublished - 1 Feb 1997
Externally publishedYes


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