Interquantile shrinkage in spatial additive autoregressive models
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Cites work
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Additive regression and other nonparametric models
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Better Subset Regression Using the Nonnegative Garrote
- Consistent variable selection in additive models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Efficient and fast spline-backfitted kernel smoothing of additive models
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Estimation and variable selection for generalized additive partial linear models
- Estimation of partially specified spatial panel data models with fixed-effects
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3965276 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
- Interquantile shrinkage and variable selection in quantile regression
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Model Selection and Estimation in Regression with Grouped Variables
- Quantile regression with varying coefficients
- Quantile regression.
- Regression Quantiles
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Sparsity and Smoothness Via the Fused Lasso
- Spline-backfitted kernel smoothing of partially linear additive model
- The Adaptive Lasso and Its Oracle Properties
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Variable selection in nonparametric additive models
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(9)- Interquantile shrinkage in additive models
- Shrinkage estimation of the linear model with spatial interaction
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Interquantile shrinkage in general spatial quantile autoregressive regression models
- GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence
- Model detection and variable selection for semiparametric additive spatial autoregressive model
- Semiparametric partially linear varying coefficient higher-order spatial autoregressive model
- Higher-order spatial autoregressive varying coefficient model: estimation and specification test
- Simultaneous estimation and domain selection for the spatial autoregressive model with semi-parametric functional coefficients
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