The research was supported in part by National Natural Science Foundation of China (NSFC) under Grants No. 10471140 and No. 10731010, the National Basic Research Program of China (973 Program) under Grant No. 2007CB814902, and Science Fund for Creative Research Groups.
This paper is concerned with the estimating problem of seemingly unrelated (SU) non- parametric regression models. The authors propose a new method to estimate the unknown functions, which is an extension of the two...