Penalty and related estimation strategies in the spatial error model

DOI10.1111/STAN.12098MaRDI QIDQ6064124zbMATH OpenOpenAlexFDO

Authors Marwan Al-Momani, Abdulkadir Hussein, S. Ejaz Ahmed

Publication date 12 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/stan.12098

zbMATH Keywords

penalty estimationpreliminary testshrinkagespatial autoregressive modelsspatial error model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from spatial processes (62M30)

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• The Adaptive Lasso and Its Oracle Properties
• Variable selection in spatial regression via penalized least squares
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• Robust estimation approach for spatial error model
• Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses
• A review of regularised estimation methods and cross-validation in spatiotemporal statistics

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