The existence of the uniformly minimum risk equivariant estimator in sure model

References

• Fang K.T. Lam P.C. B. Wu Q.G. Estimation for seemingly unrelated regression equations, to be submitted.
   Google Scholar
• Revan kar , N. S. 1976 . Use of restricted residuals in SURE system: some finite sample results . J. Amer. Stat. Assoc , 71 : 183 – 188 .
   Web of Science ®Google Scholar
• Srivas tava , V. K. and Dwivedi , T. D. 1979 . Estimation of seemingly unrelated regression equations: a brief survey . Journal of Econometrics , 10 : 15 – 32 .
   Google Scholar
• Srivas tava , V. K. and Giles , D. E. A. 1987 . Seemingly unrelated regression equations models , Marcel Dekker Inc .
   Google Scholar
• Wang , S. G. 1989 . “ A new estimate of regression coefficients in seemingly unrelated regression system ” . In Science in China , A Vol. 32 , 808 – 816 .
   Google Scholar
• Wu , Q. G. 1995 . “ The existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system ” . In Acta Mathematica Sinica , New Series Vol. 11 , 23 – 28 .
   Google Scholar
• Zellner , A. 1962 . An efficient method of estimating seemingly unrelated regression and tests for aggregation bias . J. Amer. Stat. Assoc , 57 : 348 – 368 .
   Web of Science ®Google Scholar
• Zellner , A. 1963 . Estimators for seemingly unrelated regression equations: some exact finite sample results . J. Amer. Stat. Assoc , 58 : 977 – 992 .
   Web of Science ®Google Scholar
• Zellner , A. 1972 . Corrigenda . J. Amer. Stat. Assoc , 67 : 255
   Google Scholar