k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations
Ghazal, G. (1983). k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations. EKB Journal Management System, 27(1), 62-82. doi: 10.21608/esju.1983.428106
G.A. Ghazal. "k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations". EKB Journal Management System, 27, 1, 1983, 62-82. doi: 10.21608/esju.1983.428106
Ghazal, G. (1983). 'k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations', EKB Journal Management System, 27(1), pp. 62-82. doi: 10.21608/esju.1983.428106
Ghazal, G. k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations. EKB Journal Management System, 1983; 27(1): 62-82. doi: 10.21608/esju.1983.428106

k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations

The Egyptian Statistical Journal
Article 6, Volume 27, Issue 1, June 1983, Pages 62-82    PDF (11.89 M)
Document Type: Original Article
DOI: 10.21608/esju.1983.428106
Author
G.A. Ghazal*
Institute of Statistical Studies & Research, Cairo University, Egypt
Abstract
This paper develops a new family of biased estimators, namely, the k-class, for the parameters of the seemingly unrelated regression equations. Expressions for the exact and approximate bias, moment matrix, and the risk function of the k-class estimator are analyzed.
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