Sensitivity analysis of SAR estimators: a numerical approximation

DOI10.1080/00949655.2012.656369zbMath1431.62438OpenAlexW1992607151MaRDI QIDQ4913949

Shuangzhe Liu, Wolfgang Polasek, Richard Sellner

Publication date: 17 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://irihs.ihs.ac.at/2036/1/es-262.pdf

zbMATH Keywords

sensitivity analysisKantorovich inequalityspatial autoregressive modelsTaylor approximationsleast squares estimators

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Local influence analysis in general spatial models ⋮ Sensitivity analysis in linear models ⋮ Spatial system estimators for panel models: a sensitivity and simulation study ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

Cites Work

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• On ordinary least-squares methods for sample surveys
• Several matrix Kantorovich-type inequalities
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS

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