Shrinkage estimation of the linear model with spatial interaction

DOI10.1007/s00184-016-0590-zzbMath1358.62063OpenAlexW2512354757MaRDI QIDQ506575

Yueqin Wu, Yan Sun

Publication date: 1 February 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0590-z

zbMATH Keywords

Bayesian information criterionvariable selectionspatial interactionoracle propertiesadaptive lasso

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items

Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters ⋮ Variable selection of partially linear varying coefficient spatial autoregressive model ⋮ Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model ⋮ Variable selection for spatial autoregressive models ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

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