Interquantile shrinkage in spatial additive autoregressive models
DOI10.1007/s11749-022-00811-4zbMath1502.62045OpenAlexW4223443300MaRDI QIDQ2677129
Publication date: 13 January 2023
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-022-00811-4
instrumental variablequantile regressionadaptive group Lassointerquantile shrinkagespatial quantile additive autoregressive model
Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
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