On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions-Reference-Cited by-同舟云学术

On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions

Published:1999-01 Issue:9 Volume:28 Page:2119-2140
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Kowalski Jeanne,Mendoza-Blanco Jose R.,Tu Xim M.,Gleser Leon J.

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610929908832410

Reference38 articles.

1. Maximum Likelihood Estimators and Likelihood Ratio Criteria for Multivariate Elliptically Contoured Distributions

2. In Fang, K.T. and Anderson, T.W. 1992.Statistical Inference in Elliptically Contoured and Related Distributions, 201–216. New York: Allerton Press.

3. Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

4. Statistical Decision Theory and Bayesian Analysis

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