"High-correlated residuals improved estimation in the high-dimensional SUR ..."

Li Zhao, Liang Yan, Xingzhong Xu (2018)

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DOI: 10.1080/03610918.2017.1309429

access: closed

type: Journal Article

metadata version: 2020-05-10

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Li Zhao, Liang Yan, Xingzhong Xu:
High-correlated residuals improved estimation in the high-dimensional SUR model. Commun. Stat. Simul. Comput. 47(6): 1583-1605 (2018)

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