Pages that link to "Item:Q1706440"

The following pages link to Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440):

Displaying 10 items.

• Robust variable selection with exponential squared loss for the spatial autoregressive model (Q829731) (← links)
• Optimal model averaging for multivariate regression models (Q2078519) (← links)
• Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets (Q2135944) (← links)
• Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
• Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters (Q5078507) (← links)
• Model selection and model averaging for matrix exponential spatial models (Q5867572) (← links)
• Optimal model averaging estimator for multinomial logit models (Q5880132) (← links)
• Estimation of nonparametric additive models with high order spatial autoregressive errors (Q6059505) (← links)
• Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors (Q6089363) (← links)
• Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)