LARGE SYSTEM of SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE

Mathematics

• Asymptotic Distribution 25%
• Asymptotic Property 25%
• Convergence Rate 25%
• Covariance Matrix 100%
• Covariance Model 25%
• Equation System 25%
• Error Covariance 50%
• Frobenius Norm 25%
• Maximum Likelihood 100%
• Maximum Likelihood Estimator 75%
• Model Selection 25%
• Regression Model 25%
• Seemingly Unrelated Regression 100%
• Shrinkage Estimator 25%

Keyphrases

• Asymptotic Distribution 25%
• Asymptotic Properties 25%
• Convergence Rate 25%
• Covariance Matrix 25%
• Covariance Matrix Estimation 25%
• Covariance Model 25%
• Error Covariance Matrix 50%
• Frobenius Norm 25%
• Large Systems 25%
• Matrix Coefficient 25%
• Model Coefficients 25%
• Model Selection Consistency 25%
• Quasi-maximum Likelihood Estimation 100%
• Seemingly Unrelated Regression 100%
• Seemingly Unrelated Regression Model 25%
• Shrinkage Estimator 25%
• System of Equations 25%