Variable selection of the spatial autoregressive quantile model with fixed effects

DOI10.12386/A20210077MaRDI QIDQ6665925

Xuan Liu, Jianbao Chen

Publication date: 17 January 2025

Published in: Acta Mathematica Sinica. Chinese Series (Search for Journal in Brave)

zbMATH Keywords

fixed effectsnumerical simulationvariable selectionlarge sample propertyspatial autoregressive quantile model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

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• Variable Selection for Partially Linear Models With Measurement Errors
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• A Simplex Method for Function Minimization

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