On Median and Ridge Estimation of SURE Models
This doctoral dissertation is a progressive generalization of some of the robust estimation methods in order to make those methods applicable to the estimation of the Seemingly Unrelated Regression Equations (SURE) models. The robust methods are each of the Least Absolute Deviations (LAD) estimation...
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| Format: | Doctoral Thesis |
| Language: | English |
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Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19681 http://nbn-resolving.de/urn:isbn:978-91-86345-36-5 |