Variable selection for spatial autoregressive models

DOI10.1080/03610926.2019.1649428OpenAlexW2964382960MaRDI QIDQ5079480

Tian Tang, Xiao-Rui Wang, Li Xie, Wei-hu Cheng

Publication date: 27 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1649428

zbMATH Keywords

variable selectionspatial autoregressive modelpenalized estimationminimum prediction error criterion

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Regularization Parameter Selections via Generalized Information Criterion
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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