Variable selection in multivariate linear regression model for spatially dependent data
From MaRDI portal
Cites work
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
- Direct variable selection for discrimination among several groups
- Estimating the dimension of a model
- Functional sliced inverse regression analysis
- scientific article; zbMATH DE number 1156422 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Kernel density estimation on random fields
- Matérn class tensor-valued random fields and beyond
- Matérn cross-covariance functions for multivariate random fields
- Modified AIC and Cp in multivariate linear regression
- Moment inequalities for spatial processes
- Multivariate regression shrinkage and selection by canonical correlation analysis
- Nonparametric prediction of spatial multivariate data
- On estimation and prediction in spatial functional linear regression model
- On estimation in a spatial functional linear regression model with derivatives
- On Strong Mixing Conditions for Stationary Gaussian Processes
- Penalized maximum likelihood estimation and variable selection in geostatistics
- Some Comments on C P
- Spatial Mallows model averaging for geostatistical models
- Tensor products and statistics
- Variable selection in multivariate linear regression with random predictors
- Variable selection in spatial regression via penalized least squares
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Variable selection in multivariate linear regression model for spatially dependent data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6942740)
