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Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression

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  • Sévérien Nkurunziza
  • S. Ejaz Ahmed

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  • Sévérien Nkurunziza & S. Ejaz Ahmed, 2011. "Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(4), pages 387-406, November.
    • Handle: RePEc:bla:stanee:v:65:y:2011:i:4:p:387-406
    DOI: j.1467-9574.2011.00491.x
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    Cited by:

    1. M. Arashi & B. Kibria & A. Tajadod, 2015. "On shrinkage estimators in matrix variate elliptical models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 29-44, January.
    2. Nkurunziza, Sévérien & Chen, Fuqi, 2013. "On extension of some identities for the bias and risk functions in elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 190-201.
    3. Marwan Al-Momani & Abdulkadir A. Hussein & S. E. Ahmed, 2017. "Penalty and related estimation strategies in the spatial error model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(1), pages 4-30, January.
    4. Antonio Calcagnì & Luigi Lombardi & Lorenzo Avanzi & Eduardo Pascali, 2020. "Multiple mediation analysis for interval-valued data," Statistical Papers, Springer, vol. 61(1), pages 347-369, February.
    5. Sévérien Nkurunziza, 2013. "Extension of some important identities in shrinkage-pretest strategies," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(7), pages 937-947, October.

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