Model detection and variable selection for semiparametric additive spatial autoregressive model

DOI10.1007/S00362-025-01699-6MaRDI QIDQ6985622zbMATH OpenFDO

Authors Jing Yang, Yujiang Xiao, Fang Lu

Publication date 12 May 2025

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-025-01699-6

zbMATH Keywords

asymptotic propertygeneralized method of momentsmodel selectionsemiparametric spatial autoregressive modelspline approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cited in

(1)

• Variable selection via non-convex group penalization for high-dimensional nonparametric additive panel data models with fixed effects

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