Least-modules estimates for spatial autoregression coefficients
From MaRDI portal
Publication:353728
DOI10.1134/S1064230711040101zbMATH Open1266.93143MaRDI QIDQ353728FDOQ353728
Authors: V. B. Goryainov
Publication date: 16 July 2013
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Recommendations
- M-estimates of the spatial autoregression coefficients
- Generalized M-estimates of the autoregression field coefficients
- On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Identification of a spatial autoregression by rank methods
Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)
Cites Work
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Title not available (Why is that?)
- Dependent central limit theorems and invariance principles
- Cox's regression model for counting processes: A large sample study
- Properties of the spatial unilateral first-order ARMA model
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Title not available (Why is that?)
- Statistical spatial series modelling
- Asymptotic Linearity of a Rank Statistic in Regression Parameter
- On estimation of parameters for spatial autoregressive model
- An Improved Algorithm for Discrete $l_1 $ Linear Approximation
- Levels of nonoptimality of the Weiszfeld algorithm in the least-modules method
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Title not available (Why is that?)
- Choice of a 2-D causal autoregressive texture model using information criteria
- Performance of Robust RA Estimator for Bidimensional Autoregressive Models
- Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
Cited In (6)
- M-estimates of the spatial autoregression coefficients
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- Comparison of predictions by kriging and spatial autoregressive models
- Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient
- On linear prediction for stationary random fields with nonsymmetrical half-plane past
- Generalized M-estimates of the autoregression field coefficients
Uses Software
This page was built for publication: Least-modules estimates for spatial autoregression coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q353728)