Quantile regression for varying coefficient spatial error models

DOI10.1080/03610926.2019.1667396MaRDI QIDQ5079949zbMATH OpenOpenAlexFDO

Authors Xiaowen Dai, Er'qian Li, Maozai Tian

Publication date 30 May 2022

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

Full work available at URL https://arxiv.org/abs/1608.01739

zbMATH Keywords

local polynomial approximationquantile regressionspatial error modelsvarying coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A semiparametric spatial dynamic model
• Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
• Asymptotics of improved generalized moment estimators for spatial autoregressive error models
• Bayesian local influence for spatial autoregressive models with heteroscedasticity
• Detection of outliers in mixed regressive-spatial autoregressive models
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix
• Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
• Functional-coefficient spatial autoregressive models with nonparametric spatial weights
• Improved GMM estimation of the spatial autoregressive error model
• Introduction to spatial econometrics.
• Local influence analysis in general spatial models
• Maximum likelihood estimation of a spatial autoregressive Tobit model
• Nonparametric quantile estimations for dynamic smooth coefficient models
• Outlier detection and accommodation in general spatial models
• Quantile regression in partially linear varying coefficient models
• Quantile regression with varying coefficients
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Shrinkage estimation in spatial autoregressive model
• Testing a linear relationship in varying coefficient spatial autoregressive models
• Tests of linear hypotheses based on regression rank scores
• Variable selection in high-dimensional quantile varying coefficient models

Cited in

(4)

• Joint Quantile Regression for Spatial Data
• Penalized quantile regression for spatial panel data with fixed effects
• Local linear spatial quantile regression
• Quantile regression for partially linear varying coefficient spatial autoregressive models

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Uses Software

• Arc_Mat

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