Interquantile shrinkage in spatial additive autoregressive models

DOI10.1007/S11749-022-00811-4zbMATH Open1502.62045OpenAlexW4223443300MaRDI QIDQ2677129FDOQ2677129

Authors: Jiawei Hou, Yunquan Song 

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

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zbMATH Keywords

instrumental variablequantile regressionadaptive group Lassointerquantile shrinkagespatial quantile additive autoregressive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (3)

• GMM estimation and variable selection of partially linear additive spatial autoregressive model
• Shrinkage estimation of the linear model with spatial interaction
• Interquantile shrinkage in additive models

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