Estimation of high-dimensional seemingly unrelated regression models
Lidan Tan, Khai Xiang Chiong, and Hyungsik Roger Moon
| Year of publication: |
2021
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|---|---|
| Authors: | Tan, Lidan ; Chiong, Khai Xiang ; Moon, Hyungsik Roger |
| Subject: | Feasible graphical lasso estimator | Graphical Lasso | high-dimensional matrix estimation | precision matrix | seemingly unrelated regression. | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1889195 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624541