Li Zhao, Liang Yan, Xingzhong Xu. High-correlated residuals improved estimation in the high-dimensional SUR model. Communications in Statistics - Simulation and Computation, 47(6):1583-1605, 2018. [doi]
@article{ZhaoYX18-0,
title = {High-correlated residuals improved estimation in the high-dimensional SUR model},
author = {Li Zhao and Liang Yan and Xingzhong Xu},
year = {2018},
doi = {10.1080/03610918.2017.1309429},
url = {https://doi.org/10.1080/03610918.2017.1309429},
researchr = {https://researchr.org/publication/ZhaoYX18-0},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {47},
number = {6},
pages = {1583-1605},
}