Ridge-Type Pretest and Shrinkage Estimation Strategies in Spatial Error Models with an Application to a Real Data Example

Ridge-Type Pretest and Shrinkage Estimation Strategies in Spatial Error Models with an Application to a Real Data Example

Spatial regression models are widely available across several disciplines, such as functional magnetic resonance imaging analysis, econometrics, and house price analysis. In nature, sparsity occurs when a limited number of factors strongly impact overall variation. Sparse covariance structures are c...

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Bibliographic Details
Main Authors: Marwan Al-Momani, Mohammad Arashi
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Mathematics
Subjects:
spatial error model
asymptotic performance
bootstrapping
pretest
ridge estimator
shrinkage
Online Access:https://www.mdpi.com/2227-7390/12/3/390

Internet

https://www.mdpi.com/2227-7390/12/3/390

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