Efficient estimation for the conditional autoregressive model

DOI10.1080/00949655.2014.893346zbMath1457.62252OpenAlexW1541687566MaRDI QIDQ5220891

Abdulkadir Hussein, Marwan A. Al-Momani, S. Ejaz Ahmed

Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2014.893346

zbMATH Keywords

shrinkagehousing pricesbootstrappingspatial regressionasymptotic riskpretestconditional autoregressive

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Hedonic housing prices and the demand for clean air
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Risk comparison of some shrinkage M-estimators in linear models
• Shrinkage estimation for the regression parameter matrix in multivariate regression model
• Proper multivariate conditional autoregressive models for spatial data analysis
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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