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

Li Zhao Liang Yan Xingzhong Xu

Published in: Commun. Stat. Simul. Comput. (2018)

Keyphrases

high dimensional
probabilistic model
management system
parameter estimation
formal model
maximum likelihood estimation
least squares
mathematical model
em algorithm
autoregressive
monte carlo simulation
statistical model
computational model
data sets
multi agent
learning algorithm
genetic algorithm
machine learning