Orthogonal projection based variable selection for semiparametric spatial autoregressive models.
Peixin ZhaoHao WuSuli ChengYiping YangPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- variable selection
- autoregressive model
- semi parametric
- cross validation
- model selection
- high dimensional
- dimension reduction
- density estimation
- statistical inference
- regression model
- regression problems
- feature selection
- least squares
- data sets
- linear model
- graphical models
- high dimensional data
- hyperparameters
- decision trees