Interquantile shrinkage in general spatial quantile autoregressive regression models

DOI10.12460/J.ISSN.1001-4268.APS.2025.2022144MaRDI QIDQ6932704zbMATH OpenFDO

Authors Ping Dong, Riquan Zhang

Publication date 8 September 2025

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12460/J.ISSN.1001-4268.APS.2025.2022144

zbMATH Keywords

fused adaptive LASSOfused adaptive sup-norminstrumental variablesinterquantilespatial quantile autoregressive models

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Cites work

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• The Adaptive Lasso and Its Oracle Properties
• The composite absolute penalties family for grouped and hierarchical variable selection
• Two‐stage quantile regression when the first stage is based on quantile regression
• Variable selection for partially linear models with measurement errors

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