{"id":"https://openalex.org/W2603961080","doi":"https://doi.org/10.1080/03610918.2017.1309429","title":"High-correlated residuals improved estimation in the high-dimensional SUR model","display_name":"High-correlated residuals improved estimation in the high-dimensional SUR model","publication_year":2017,"publication_date":"2017-03-25","ids":{"openalex":"https://openalex.org/W2603961080","doi":"https://doi.org/10.1080/03610918.2017.1309429","mag":"2603961080"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2017.1309429","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2017.1309429","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032277491","display_name":"Zhao Li","orcid":"https://orcid.org/0000-0002-5056-0351"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Li Zhao","raw_affiliation_strings":["School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Liang Yan","orcid":null},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liang Yan","raw_affiliation_strings":["School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077180934","display_name":"Xingzhong Xu","orcid":"https://orcid.org/0000-0003-2665-6211"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xingzhong Xu","raw_affiliation_strings":["Beijing Key Laboratory on MCAACI, Beijing, China","School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0003-2665-6211","affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory on MCAACI, Beijing, China","institution_ids":[]},{"raw_affiliation_string":"School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5077180934"],"corresponding_institution_ids":["https://openalex.org/I125839683"],"apc_list":null,"apc_paid":null,"fwci":0.4859,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.67343195,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"47","issue":"6","first_page":"1583","last_page":"1605"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9804999828338623,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9761000275611877,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7756111025810242},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7275190949440002},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.6291251182556152},{"id":"https://openalex.org/keywords/ordinary-least-squares","display_name":"Ordinary least squares","score":0.5877614617347717},{"id":"https://openalex.org/keywords/seemingly-unrelated-regressions","display_name":"Seemingly unrelated regressions","score":0.568853497505188},{"id":"https://openalex.org/keywords/consistent-estimator","display_name":"Consistent estimator","score":0.4828222692012787},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.46378031373023987},{"id":"https://openalex.org/keywords/efficient-estimator","display_name":"Efficient estimator","score":0.449938029050827},{"id":"https://openalex.org/keywords/minimum-variance-unbiased-estimator","display_name":"Minimum-variance unbiased estimator","score":0.4369915723800659},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3962995111942291},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39047902822494507}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7756111025810242},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7275190949440002},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6291251182556152},{"id":"https://openalex.org/C99656134","wikidata":"https://www.wikidata.org/wiki/Q2912993","display_name":"Ordinary least squares","level":2,"score":0.5877614617347717},{"id":"https://openalex.org/C24851441","wikidata":"https://www.wikidata.org/wiki/Q4113687","display_name":"Seemingly unrelated regressions","level":2,"score":0.568853497505188},{"id":"https://openalex.org/C164172150","wikidata":"https://www.wikidata.org/wiki/Q1782585","display_name":"Consistent estimator","level":4,"score":0.4828222692012787},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.46378031373023987},{"id":"https://openalex.org/C35594927","wikidata":"https://www.wikidata.org/wiki/Q2265984","display_name":"Efficient estimator","level":4,"score":0.449938029050827},{"id":"https://openalex.org/C165646398","wikidata":"https://www.wikidata.org/wiki/Q3755281","display_name":"Minimum-variance unbiased estimator","level":3,"score":0.4369915723800659},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3962995111942291},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39047902822494507}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2017.1309429","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2017.1309429","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2349547417","https://openalex.org/W1984619412","https://openalex.org/W2910434125","https://openalex.org/W3092888124","https://openalex.org/W2035998077","https://openalex.org/W4239491110","https://openalex.org/W2356451205","https://openalex.org/W2036696807","https://openalex.org/W2915452620","https://openalex.org/W201568221"],"abstract_inverted_index":{"This":[0],"article":[1],"focuses":[2],"on":[3],"estimating":[4],"regression":[5,12],"coefficients":[6],"in":[7,77],"the":[8,15,22,25,54,58,69,73,89],"high-dimensional":[9],"seemingly":[10],"unrelated":[11],"model.":[13],"When":[14],"number":[16],"of":[17,21,79],"equations":[18],"exceeds":[19],"that":[20,68],"observations,":[23],"both":[24],"maximum":[26],"likelihood":[27],"estimator":[28,32,49,71,76],"and":[29,57],"Zellner\u2019s":[30],"two-stage":[31,42],"do":[33],"not":[34],"exist.":[35],"As":[36],"an":[37],"alternative,":[38],"we":[39],"propose":[40],"a":[41],"conditional":[43],"expectation":[44],"improved":[45,52],"estimator.":[46],"The":[47],"new":[48,70],"is":[50,61],"further":[51],"by":[53,63],"high-correlated":[55,85],"residuals,":[56],"high":[59],"correlation":[60],"determined":[62],"hypothesis":[64],"testings.":[65],"Simulations":[66],"show":[67],"outperforms":[72],"ordinary":[74],"least-squares":[75],"terms":[78],"mean":[80],"square":[81],"errors,":[82],"especially":[83],"when":[84],"residuals":[86],"exist":[87],"between":[88],"equations.":[90]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
