Robust variable selection with exponential squared loss for the spatial autoregressive model.
Yunquan SongXijun LiangYanji ZhuLu LinPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- variable selection
- autoregressive model
- input variables
- cross validation
- high dimensional
- dimension reduction
- model selection
- autoregressive
- high dimensional data
- wavelet domain
- squared loss
- neural network
- maximum likelihood
- input data
- feature vectors
- feature extraction
- image processing
- feature selection
- machine learning