Quantcast

High-correlated residuals improved estimation in the high-dimensional SUR model

Research paper by Li Zhao, Liang Yan, Xingzhong Xu

Indexed on: 22 Dec '17Published on: 24 Mar '17Published in: Communications in statistics: Simulation and computation



Abstract

Authors: Li Zhao, Liang Yan, Xingzhong Xu Article URL: http://www.tandfonline.com/doi/full/10.1080/03610918.2017.1309429?ai=z4&mi=3fqos0&af=R Citation: Communications in Statistics - Simulation and Computation Publication Date: 2017-03-24T10:42:49Z Journal: Communications in Statistics - Simulation and Computation