Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
From MaRDI portal
Publication:5078507
DOI10.1080/03610926.2019.1659367OpenAlexW2971796726MaRDI QIDQ5078507
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1659367
Related Items (7)
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters ⋮ Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable ⋮ Statistical inference for semiparametric varying -coefficient spatial autoregressive models under restricted conditions ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Robust variable selection with exponential squared loss for partially linear spatial autoregressive models ⋮ Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models ⋮ Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Semiparametric GMM estimation of spatial autoregressive models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Quantile regression with varying coefficients
- SCAD-penalized regression in high-dimensional partially linear models
- Hedonic housing prices and the demand for clean air
- A practical guide to splines
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Variable selection in semiparametric regression modeling
- Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
- Estimation Methods for Models of Spatial Interaction
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Estimation of partially specified spatial panel data models with fixed-effects
This page was built for publication: Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
