Variable selection and estimation for high‐dimensional spatial autoregressive models

DOI10.1111/sjos.12452zbMath1450.62048OpenAlexW3006417040MaRDI QIDQ5118471

Tapabrata Maiti, Liqian Cai

Publication date: 8 September 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12452

zbMATH Keywords

variable selectionhigh-dimensional modelLassospatial autoregressive modelsgeneralized moments estimatorpostmodel selection estimators

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Subset selection in network-linked data ⋮ Estimation and variable selection for high-dimensional spatial dynamic panel data models

This page was built for publication: Variable selection and estimation for high‐dimensional spatial autoregressive models