Fast robust SUR with economical and actuarial applications

Statistical Analysis and Data Mining

Tim Verdonck¹  Mia Hubert³  zlem Yorulmaz³ 

[1]3001 Leuven Belgium

[2]Department of Econometrics Istanbul University Istanbul 34452 Turkey

[3]Department of Mathematics, KU Leuven BE‐

关键词: seemingly unrelated regression;    feasible generalized least squares;    S‐;    estimator;    outlier;    claims reserving;   

DOI  :  10.1002/sam.11313

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 授权许可】

Unknown