Least-modules estimates for spatial autoregression coefficients

DOI10.1134/S1064230711040101zbMath1266.93143MaRDI QIDQ353728

V. B. Goryainov

Publication date: 16 July 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

spatial autoregressionleast-modules estimatesleast-squares estimatesrelative asymptotic efficiency

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Related Items

Comparison of predictions by kriging and spatial autoregressive models ⋮ Generalized M-estimates of the autoregression field coefficients ⋮ On linear prediction for stationary random fields with nonsymmetrical half-plane past ⋮ Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient ⋮ The stationary regions for the parameter space of unilateral second-order spatial AR model

Uses Software

• robustbase

Cites Work

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• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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