• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Luo, Guowang (Luo, Guowang.) | Wu, Mixia (Wu, Mixia.) (Scholars:吴密霞)

Indexed by:

SSCI EI Scopus SCIE

Abstract:

In this article, we consider variable selection in semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters. With the nonparametric functions approximated by B-spline basis functions and combining 2SLS method with the SCAD penalty, we propose a variable selection procedure. Under mild conditions, we establish the consistency and oracle property of the resulting estimators for parameter components and consistency of the regularized estimator for nonparametric component. Some simulation studies are conducted to assess the finite sample performance of the proposed variable selection procedure, and the developed methodology is illustrated by an analysis of the Boston housing price data.

Keyword:

spatial autoregressive variable selection Semiparametric varying-coefficient instrumental variable

Author Community:

  • [ 1 ] [Luo, Guowang]Beijing Univ Technol, Coll Appl Sci, Dept Stat, Beijing 100124, Peoples R China
  • [ 2 ] [Wu, Mixia]Beijing Univ Technol, Coll Appl Sci, Dept Stat, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 吴密霞

    [Wu, Mixia]Beijing Univ Technol, Coll Appl Sci, Dept Stat, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2019

Issue: 9

Volume: 50

Page: 2062-2079

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

Cited Count:

WoS CC Cited Count: 20

SCOPUS Cited Count: 19

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 11

Affiliated Colleges:

Online/Total:516/10598942
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.