Variable selection and estimation for high‐dimensional spatial autoregressive models (Q5118471)
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scientific article; zbMATH DE number 7244834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection and estimation for high‐dimensional spatial autoregressive models |
scientific article; zbMATH DE number 7244834 |
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Variable selection and estimation for high‐dimensional spatial autoregressive models (English)
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8 September 2020
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generalized moments estimator
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high-dimensional model
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Lasso
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postmodel selection estimators
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spatial autoregressive models
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variable selection
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