Penalty and related estimation strategies in the spatial error model

DOI10.1111/stan.12098zbMath1528.62035OpenAlexW2533485301MaRDI QIDQ6064124

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

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

shrinkagepreliminary testspatial autoregressive modelsspatial error modelpenalty estimation

Mathematics Subject Classification ID

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

Related Items (2)

Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses ⋮ Robust estimation approach for spatial error model

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