Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models

DOI10.1080/03610926.2021.1937652OpenAlexW3170416290MaRDI QIDQ6160994

Suli Cheng, Unnamed Author, Xiaoshuang Zhou, Pei Xin Zhao

Publication date: 26 June 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1937652

zbMATH Keywords

QR decompositionvariable selectionpartially linear modelspatial autoregressive

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Robust variable selection with exponential squared loss for partially linear spatial autoregressive models

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