k-Class Estimators of Coefficients in Seemingly Unrelated Regression Equations

Document Type : Original Article

Author

Institute of Statistical Studies & Research, Cairo University, Egypt

Abstract

This paper develops a new family of biased estimators, namely, the k-class, for the parameters of the seemingly unrelated regression equations. Expressions for the exact and approximate bias, moment matrix, and the risk function of the k-class estimator are analyzed.